March 20, 2018
1 min read
The Chi-Squared distribution is a continuous probability distribution that is widely used in statistical inference. And it related to the standard normal distribution. If a random variable *X *has the standard normal distribution, then X² has the the Chi-Squared distribution with one degree of freedom.
A relation between standard normal distribution and Chi-Squared distribution goes father than this. If we have n independent standard normal random variables, then their sum has a Chi-Squared distribution with n degrees of freedom.
Now let’s plot Chi-Squared distribution with different degrees of freedom.
The mean and variance of Chi-Squared distribution: