e-Statistics

Chi-square Distribution

The chi-square distribution has the number of degrees of freedom (df) = . The curve lies on the positive line, and its shape is skewed to the right particularly when df is small. Since the chi-square distribution is not symmetric, its critical points, denoted by $ \chi_{\alpha,df}$ , is provided separately for the lower tail and the upper tail.

Level (p-value) $ \alpha =$
Lower-tailed region $ T < \chi_{1-\alpha,df} =$
Upper-tailed region $ T > chi_{\alpha,df} =$

When the sample variance $ S^2$ is obtained from the data of $ n$ observations which satisfies the normality assumption, the statistic $ X = \displaystyle\frac{(n-1)S^2}{\sigma^2}$ with true variance $ \sigma^2$ has the chi-square distribution with $ df = n-1$ degrees of freedom.