The Chi-squared Distribution
The chi-squared distribution arises in statistics If Y_i are
n independent gaussian random variates with unit variance then the
sum-of-squares,
X_i = \sum_i Y_i^2
has a chi-squared distribution with n degrees of freedom.
- Random: double gsl_ran_chisq (const gsl_rng * r, double nu)
-
This function returns a random variate from the chi-squared distribution
with nu degrees of freedom. The distribution function is,
p(x) dx = {1 \over \Gamma(\nu/2) } (x/2)^{\nu/2 - 1} \exp(-x/2) dx
for
x >= 0.
- Function: double gsl_ran_chisq_pdf (double x, double nu)
-
This function computes the probability density p(x) at x
for a chi-squared distribution with nu degrees of freedom, using
the formula given above.