What can a chi-squared distribution be used to describe?
Chi Squared distributions can be used to describe statistical quantities which are a function of a sum of squares.
The Chi Squared distribution is the distribution of a value which is the sum of squares of
The PDF of the Chi Squared distribution is given by:
The usefulness of the Chi Squared distribution is in modelling things which involve the sums of squared values. Two specific examples are:
- Analysis of Variance tests (variance is a sum of squared values)
- Goodness of fit (for a least squares fit where the error is a sum of squared values)