Appendix E:Percentage Points bapp05-math-5001 of the Chi-Square Distribution

Let X1, … , Xn be a random sample from a normal distribution with mean μ and variance σ2, and let S2 be the sample variance. Then the random variable

bapp05-math-5002

has a chi-square (χ2) distribution with n − 1 degrees of freedom.

The probability density function of a χ2 random variable is

bapp05-math-5003

where k is the number of degrees of freedom. The mean and variance of the χ2 distribution are k and 2k, respectively. The limiting form of χ2 distribution as k → ∞ is the normal distribution.

The percentage points of the χ2 distribution are given in the following table. We define bapp05-math-5004 as the percent point or value of the chi-square random variable with ν degrees of freedom such that the probability that χ2 exceeds this value is α. We can write it as

bapp05-math-5005

The χ2 distribution is skewed, and hence we need to find separate value for bapp05-math-5006 from the table.

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