A.2 Chi-squared distribution

X has a chi-squared distribution on ν degrees of freedom, denoted

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if it has the same distribution as

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where  are independent standard normal variates, or equivalently if it has density

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If Y=X/S, where S is a constant, then Y is a chi-squared variate on ν degrees of freedom divided by S, denoted

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and it has density

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The mean and variance are

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The mode is

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and the approximate relationship between mean, mode and median implies that the median is approximately

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at least for reasonably large ν, say .

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