Question

How does the chi-squared distribution relate to the Gamma distribution?

Answer 1

The Gamma distribution is actually a family of parametrized distributions of which the Chi-Squared distribution is one.

Explanation:

The Gamma distribution is actually a family of parametrized distributions of which the Chi-Squared distribution is one. The gamma distribution has two parameters, often written as `k` and `theta`:

`Gamma(k,theta)`

Where `k` is called the shape and `theta` is called the scale. To get the Chi-Squared distribution, we fix the scale to `2` and set the shape equal to the degrees of freedom divided by `2`:

`chi^2(nu)=Gamma(nu//2,2)`

Gamma distribution: From Wikipedia, the free encyclopedia