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Chi-Square Distribution - Overview

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8 views

Chi-Square Distribution - Overview

Uploaded by

Nkechi Koko
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Chi-square Distribution - Overview

Let's consider the following common questions:

1. Are lottery numbers evenly distributed or are some numbers likely to occur with a greater
frequency?

2. Are the preferred movie genres different across different age groups?

3. Do coffee machines dispense approximately the same amount of coffee each time?

One can answer these questions by conducting commonly used statistical tests like goodness-of-fit, test
for independence, etc which use the chi-square distribution at their core.

We will be discussing the Chi-square Test of Independence in the upcoming video. Before we dive into
the hypothesis test, let us spend some time understanding the probability distribution that the test uses,
i.e., the chi-square distribution.

The Chi-square distribution

A chi-square distribution is a continuous distribution that is obtained as a sum of squares of


independent standard normal variables. The number of standard normal variables summed is called
the degrees of freedom of the chi-square distribution.

Mathematically, we can express a chi-square distribution as follows:

where is a random variable having a chi-square distribution, 's are independent standard normal
variables, and is the degrees of freedom of the chi-square distribution.

Just like the mean and variance are the parameters of a normal distribution (denoted
by ), the same way, the degrees of freedom is the parameter of a chi-square distribution
(denoted by ).

For a chi-square distribution , the mean and variance of the distribution are and respectively.

Important Facts about Chi-square distribution

The following are some important properties of the chi-square distribution

 A chi-square distribution is always a right-skewed distribution

 As the degrees of freedom increase, the chi-square distribution tends towards a normal
distribution (the density curve becomes more bell-shaped)

The plot below shows the change in a chi-square distribution with increasing degrees of freedom (also
commonly denoted as df).
We can observe from the above plot that as the value of degrees of freedom increases the curve reaches
close to a normal distribution.

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