{"id":90,"date":"2021-01-12T22:19:45","date_gmt":"2021-01-12T22:19:45","guid":{"rendered":"https:\/\/textbooks.jaykesler.net\/introstats\/chapter\/facts-about-the-chi-square-distribution\/"},"modified":"2023-04-19T19:57:35","modified_gmt":"2023-04-19T19:57:35","slug":"facts-about-the-chi-square-distribution","status":"publish","type":"chapter","link":"https:\/\/textbooks.jaykesler.net\/introstats\/chapter\/facts-about-the-chi-square-distribution\/","title":{"rendered":"Facts About the Chi-Square Distribution"},"content":{"raw":"<span style=\"display: none;\">\r\n[latexpage]\r\n<\/span>\r\n<div id=\"8f206119-3baf-453e-aa4c-2789ed9431e9\" class=\"chapter-content-module\" data-type=\"page\" data-cnxml-to-html-ver=\"2.1.0\">\r\n<p id=\"element-364\">The notation for the <span id=\"term205\" data-type=\"term\">chi-square distribution<\/span> is:<\/p>\r\n$$\\chi \\sim \\chi_{df}^2$$\r\n\r\nwhere <em data-effect=\"italics\">df<\/em> = degrees of freedom which depends on how chi-square is being used. (If you want to practice calculating chi-square probabilities then use <em data-effect=\"italics\">df<\/em> = <em data-effect=\"italics\">n<\/em> - 1. The degrees of freedom for the three major uses are each calculated differently.)\r\n<p id=\"element-734\">For the <em data-effect=\"italics\">\u03c7<sup>2<\/sup><\/em> distribution, the population mean is <em data-effect=\"italics\">\u03bc<\/em> = <em data-effect=\"italics\">df<\/em> and the population standard deviation is $\\sigma = \\sqrt{2(df)}$<\/p>\r\n<p id=\"element-797\">The random variable is shown as <em data-effect=\"italics\">\u03c7<sup>2<\/sup><\/em>, but may be any upper case letter.<\/p>\r\n<p id=\"element-468\">The random variable for a chi-square distribution with <em data-effect=\"italics\">k<\/em> degrees of freedom is the sum of <em data-effect=\"italics\">k<\/em> independent, squared standard normal variables.<\/p>\r\n<p id=\"element-708\"><em data-effect=\"italics\">\u03c7<\/em><sup>2<\/sup> = (<em data-effect=\"italics\">Z<\/em><sub>1<\/sub>)<sup>2<\/sup> + (<em data-effect=\"italics\">Z<\/em><sub>2<\/sub>)<sup>2<\/sup> + ... + (<em data-effect=\"italics\">Z<\/em><sub>k<\/sub>)<sup>2<\/sup><\/p>\r\n\r\n<ol id=\"element-278\">\r\n \t<li>The curve is non-symmetrical and skewed to the right.<\/li>\r\n \t<li>There is a different chi-square curve for each <em data-effect=\"italics\">df<\/em>.\r\n<div id=\"chisq_curvedf\" class=\"os-figure\">\r\n<figure data-id=\"chisq_curvedf\" data-wp-editing=\"1\"><span id=\"id1169752398228\" data-type=\"media\" data-alt=\"Part (a) shows a chi-square curve with 2 degrees of freedom. It is nonsymmetrical and slopes downward continually. Part (b) shows a chi-square curve with 24 df. This nonsymmetrical curve does have a peak and is skewed to the right. The graphs illustrate that different degrees of freedom produce different chi-square curves.\">\r\n<img class=\"alignnone size-medium wp-image-555\" src=\"https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/b280e5e713128333d50dbfd3f4583f6c50e9127d-300x150.jpg\" alt=\"Part (a) shows a chi-square curve with 2 degrees of freedom. It is nonsymmetrical and slopes downward continually. Part (b) shows a chi-square curve with 24 df. This nonsymmetrical curve does have a peak and is skewed to the right. The graphs illustrate that different degrees of freedom produce different chi-square curves.\" width=\"300\" height=\"150\" \/>\r\n<\/span><\/figure>\r\n<div class=\"os-caption-container\"><span class=\"os-title-label\">Figure <\/span><span class=\"os-number\">11.2<\/span><\/div>\r\n<\/div><\/li>\r\n \t<li>The test statistic for any test is always greater than or equal to zero.<\/li>\r\n \t<li>When <em data-effect=\"italics\">df<\/em> &gt; 90, the chi-square curve approximates the normal distribution. For $\\chi \\sim \\chi_{1000}^2$ the mean, <em data-effect=\"italics\">\u03bc<\/em> = <em data-effect=\"italics\">df<\/em> = 1,000 and the standard deviation, $\\sigma = \\sqrt{2(1000)}=44.7$. Therefore, $X\\sim N(1,000, 44.7)$, approximately.<\/li>\r\n \t<li>The mean, <em data-effect=\"italics\">\u03bc<\/em>, is located just to the right of the peak.\r\n<div id=\"chisq_curvedf2\" class=\"os-figure\">\r\n<figure data-id=\"chisq_curvedf2\"><span id=\"id1169723113430\" data-type=\"media\" data-alt=\"This is a nonsymmetrical chi-square curve which is skewed to the right. The mean, m, is labeled on the horizontal axis and is located to the right of the curve's peak.\">\r\n<img class=\"alignnone size-medium wp-image-557\" src=\"https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/d644d112177850d0ea7a165cd4aef36164011ba8-300x147.jpg\" alt=\"This is a nonsymmetrical chi-square curve which is skewed to the right. The mean, m, is labeled on the horizontal axis and is located to the right of the curve's peak.\" width=\"300\" height=\"147\" \/>\r\n<\/span><\/figure>\r\n<div class=\"os-caption-container\"><span class=\"os-title-label\">Figure <\/span><span class=\"os-number\">11.3<\/span><\/div>\r\n<\/div><\/li>\r\n<\/ol>\r\n<\/div>","rendered":"<p><span style=\"display: none;\"><br \/>\n[latexpage]<br \/>\n<\/span><\/p>\n<div id=\"8f206119-3baf-453e-aa4c-2789ed9431e9\" class=\"chapter-content-module\" data-type=\"page\" data-cnxml-to-html-ver=\"2.1.0\">\n<p id=\"element-364\">The notation for the <span id=\"term205\" data-type=\"term\">chi-square distribution<\/span> is:<\/p>\n<p>$$\\chi \\sim \\chi_{df}^2$$<\/p>\n<p>where <em data-effect=\"italics\">df<\/em> = degrees of freedom which depends on how chi-square is being used. (If you want to practice calculating chi-square probabilities then use <em data-effect=\"italics\">df<\/em> = <em data-effect=\"italics\">n<\/em> &#8211; 1. The degrees of freedom for the three major uses are each calculated differently.)<\/p>\n<p id=\"element-734\">For the <em data-effect=\"italics\">\u03c7<sup>2<\/sup><\/em> distribution, the population mean is <em data-effect=\"italics\">\u03bc<\/em> = <em data-effect=\"italics\">df<\/em> and the population standard deviation is $\\sigma = \\sqrt{2(df)}$<\/p>\n<p id=\"element-797\">The random variable is shown as <em data-effect=\"italics\">\u03c7<sup>2<\/sup><\/em>, but may be any upper case letter.<\/p>\n<p id=\"element-468\">The random variable for a chi-square distribution with <em data-effect=\"italics\">k<\/em> degrees of freedom is the sum of <em data-effect=\"italics\">k<\/em> independent, squared standard normal variables.<\/p>\n<p id=\"element-708\"><em data-effect=\"italics\">\u03c7<\/em><sup>2<\/sup> = (<em data-effect=\"italics\">Z<\/em><sub>1<\/sub>)<sup>2<\/sup> + (<em data-effect=\"italics\">Z<\/em><sub>2<\/sub>)<sup>2<\/sup> + &#8230; + (<em data-effect=\"italics\">Z<\/em><sub>k<\/sub>)<sup>2<\/sup><\/p>\n<ol id=\"element-278\">\n<li>The curve is non-symmetrical and skewed to the right.<\/li>\n<li>There is a different chi-square curve for each <em data-effect=\"italics\">df<\/em>.\n<div id=\"chisq_curvedf\" class=\"os-figure\">\n<figure data-id=\"chisq_curvedf\" data-wp-editing=\"1\"><span id=\"id1169752398228\" data-type=\"media\" data-alt=\"Part (a) shows a chi-square curve with 2 degrees of freedom. It is nonsymmetrical and slopes downward continually. Part (b) shows a chi-square curve with 24 df. This nonsymmetrical curve does have a peak and is skewed to the right. The graphs illustrate that different degrees of freedom produce different chi-square curves.\"><br \/>\n<img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-medium wp-image-555\" src=\"https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/b280e5e713128333d50dbfd3f4583f6c50e9127d-300x150.jpg\" alt=\"Part (a) shows a chi-square curve with 2 degrees of freedom. It is nonsymmetrical and slopes downward continually. Part (b) shows a chi-square curve with 24 df. This nonsymmetrical curve does have a peak and is skewed to the right. The graphs illustrate that different degrees of freedom produce different chi-square curves.\" width=\"300\" height=\"150\" srcset=\"https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/b280e5e713128333d50dbfd3f4583f6c50e9127d-300x150.jpg 300w, https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/b280e5e713128333d50dbfd3f4583f6c50e9127d-65x33.jpg 65w, https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/b280e5e713128333d50dbfd3f4583f6c50e9127d-225x113.jpg 225w, https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/b280e5e713128333d50dbfd3f4583f6c50e9127d-350x175.jpg 350w, https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/b280e5e713128333d50dbfd3f4583f6c50e9127d.jpg 492w\" sizes=\"auto, (max-width: 300px) 100vw, 300px\" \/><br \/>\n<\/span><\/figure>\n<div class=\"os-caption-container\"><span class=\"os-title-label\">Figure <\/span><span class=\"os-number\">11.2<\/span><\/div>\n<\/div>\n<\/li>\n<li>The test statistic for any test is always greater than or equal to zero.<\/li>\n<li>When <em data-effect=\"italics\">df<\/em> &gt; 90, the chi-square curve approximates the normal distribution. For $\\chi \\sim \\chi_{1000}^2$ the mean, <em data-effect=\"italics\">\u03bc<\/em> = <em data-effect=\"italics\">df<\/em> = 1,000 and the standard deviation, $\\sigma = \\sqrt{2(1000)}=44.7$. Therefore, $X\\sim N(1,000, 44.7)$, approximately.<\/li>\n<li>The mean, <em data-effect=\"italics\">\u03bc<\/em>, is located just to the right of the peak.\n<div id=\"chisq_curvedf2\" class=\"os-figure\">\n<figure data-id=\"chisq_curvedf2\"><span id=\"id1169723113430\" data-type=\"media\" data-alt=\"This is a nonsymmetrical chi-square curve which is skewed to the right. The mean, m, is labeled on the horizontal axis and is located to the right of the curve's peak.\"><br \/>\n<img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-medium wp-image-557\" src=\"https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/d644d112177850d0ea7a165cd4aef36164011ba8-300x147.jpg\" alt=\"This is a nonsymmetrical chi-square curve which is skewed to the right. The mean, m, is labeled on the horizontal axis and is located to the right of the curve's peak.\" width=\"300\" height=\"147\" srcset=\"https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/d644d112177850d0ea7a165cd4aef36164011ba8-300x147.jpg 300w, https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/d644d112177850d0ea7a165cd4aef36164011ba8-65x32.jpg 65w, https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/d644d112177850d0ea7a165cd4aef36164011ba8-225x110.jpg 225w, https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/d644d112177850d0ea7a165cd4aef36164011ba8-350x172.jpg 350w, https:\/\/textbooks.jaykesler.net\/introstats\/wp-content\/uploads\/sites\/2\/2021\/01\/d644d112177850d0ea7a165cd4aef36164011ba8.jpg 487w\" sizes=\"auto, (max-width: 300px) 100vw, 300px\" \/><br \/>\n<\/span><\/figure>\n<div class=\"os-caption-container\"><span class=\"os-title-label\">Figure <\/span><span class=\"os-number\">11.3<\/span><\/div>\n<\/div>\n<\/li>\n<\/ol>\n<\/div>\n","protected":false},"author":1,"menu_order":1,"template":"","meta":{"pb_show_title":"on","pb_short_title":"","pb_subtitle":"","pb_authors":[],"pb_section_license":""},"chapter-type":[],"contributor":[],"license":[],"class_list":["post-90","chapter","type-chapter","status-publish","hentry"],"part":89,"_links":{"self":[{"href":"https:\/\/textbooks.jaykesler.net\/introstats\/wp-json\/pressbooks\/v2\/chapters\/90","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/textbooks.jaykesler.net\/introstats\/wp-json\/pressbooks\/v2\/chapters"}],"about":[{"href":"https:\/\/textbooks.jaykesler.net\/introstats\/wp-json\/wp\/v2\/types\/chapter"}],"author":[{"embeddable":true,"href":"https:\/\/textbooks.jaykesler.net\/introstats\/wp-json\/wp\/v2\/users\/1"}],"version-history":[{"count":9,"href":"https:\/\/textbooks.jaykesler.net\/introstats\/wp-json\/pressbooks\/v2\/chapters\/90\/revisions"}],"predecessor-version":[{"id":558,"href":"https:\/\/textbooks.jaykesler.net\/introstats\/wp-json\/pressbooks\/v2\/chapters\/90\/revisions\/558"}],"part":[{"href":"https:\/\/textbooks.jaykesler.net\/introstats\/wp-json\/pressbooks\/v2\/parts\/89"}],"metadata":[{"href":"https:\/\/textbooks.jaykesler.net\/introstats\/wp-json\/pressbooks\/v2\/chapters\/90\/metadata\/"}],"wp:attachment":[{"href":"https:\/\/textbooks.jaykesler.net\/introstats\/wp-json\/wp\/v2\/media?parent=90"}],"wp:term":[{"taxonomy":"chapter-type","embeddable":true,"href":"https:\/\/textbooks.jaykesler.net\/introstats\/wp-json\/pressbooks\/v2\/chapter-type?post=90"},{"taxonomy":"contributor","embeddable":true,"href":"https:\/\/textbooks.jaykesler.net\/introstats\/wp-json\/wp\/v2\/contributor?post=90"},{"taxonomy":"license","embeddable":true,"href":"https:\/\/textbooks.jaykesler.net\/introstats\/wp-json\/wp\/v2\/license?post=90"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}