Summary
Chi-squared probability density Function (PDF).
Unit
Probabilities
Declaration
Function ChiSquarePDF(x: TSample; Nu: Integer): TSample;
| Parameter | Description |
|---|
| x | Defines distribution parameter, valid on [0,INF) interval. |
| Nu | Defines Chi-Squared distribution degrees of freedom. Nu must be positive integer value. |
Result
the Chi-squared probability density Function (PDF). The parameter Nu (degrees of freedom) must be a positive integer, otherwise the result is NAN.
Description
Calculates the Chi-Squared probability density function, defined by the following equation:

where n (Nu) is the degrees of freedom and G is gamma function.
One of the most important classes of quadratic functions in sampling theory is the class of functions reducible to sums of squares of Nu independent standard normals. This function is called a chi-squared function with Nu degrees of freedom. A chi-squared random variable is completely specified by stating its degrees of freedom Nu. The chi-squared distribution is just a special case of
GammaPDF distribution (for gamma distribution parameter b=2).
Parameters:Support: x: [0,INF)
Categories
Continuous probabilities
Declaration
Procedure ChiSquarePDF(X: TDenseMtxVec; Nu: Integer; Res: TDenseMtxVec);
Description
Calculates the Chi-Squared PDF for vector X using the parameter Nu. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector X is complex, an exception is raised.
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