数学定义[编辑]
若k个随机变量、……、是相互独立,符合标准正态分布的随机变量(数学期望为0、方差为1),则随机变量Z的平方和
被称为服从自由度为 k 的卡方分布,记作
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Definition[edit]
If Z1, ..., Zk are independent, standard normal random variables, then the sum of their squares,
is distributed according to the chi-squared distribution with k degrees of freedom. This is usually denoted as
The chi-squared distribution has one parameter: k — a positive integer that specifies the number of degrees of freedom (i.e. the number of Zi’s)
来源: <http://en.wikipedia.org/wiki/Chi-squared_distribution>
(应用原理没搞懂)
时间: 2024-10-10 01:09:30