If we can do it for 3 OPTS502M201921-2

Suresh Venkatraman

• We can do it for four

• So X24 dof = (Y ) + (Y )
Pre Reading for class of 10th October

2 2 + (Y3)2 + (Y4)2
1 2

• The X24 dof distribution will have mean = 4, variance = 8 and

mode = 2
• We can do it for n, where is n is any natural number

• The X2n dof distribution will have mean = n, variance = 2n and

mode = (n-2) (obvious this formula works only for n > 2)

Wednesday, October 9, 2019 Family of Chi Square Distributions 1 of 6

 So there is not just one OPTS502M201921-2
Suresh Venkatraman

• Chi Square distribution but a whole family of Chi Square

distributions.
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• Each member of the family is uniquely identified by the

degrees of freedom.

• Let us see how these family members look different from

one another.

Wednesday, October 9, 2019 Family of Chi Square Distributions 2 of 6

 A few family members OPTS502M201921-2
Suresh Venkatraman
Pre Reading for class of 10th October

Wednesday, October 9, 2019 Family of Chi Square Distributions 3 of 6

 What do you notice? OPTS502M201921-2
Suresh Venkatraman
Pre Reading for class of 10th October

As the degrees of freedom increase,

the peak shifts down and to the right.

Wednesday, October 9, 2019 Family of Chi Square Distributions 4 of 6
 Some strange family OPTS502M201921-2
Suresh Venkatraman

members
We defined the chi square distribution

as the sum of squares of a few random variables

Pre Reading for class of 10th October

which are independent of each other and

all follow the standard normal distribution.

While this is good for managers to understand,

mathematicians have exotic formulas which allow them

to have chi-square distributions with dof =1 and dof = 2.

Wednesday, October 9, 2019 Family of Chi Square Distributions 5 of 6

 Some strange family OPTS502M201921-2
Suresh Venkatraman

members
For the ChiSquare distribution with 2
degrees of freedom the peak is at 0
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For the ChiSquare distribution with dof = 1,

the peak cannot be defined.

Wednesday, October 9, 2019 Family of Chi Square Distributions 6 of 6