19.17 The Chi-squared Distribution

The chi-squared distribution arises in statistics. If Y_i are n independent gaussian random variates with unit variance then the sum-of-squares, has a chi-squared distribution with n degrees of freedom.

Function: double gsl_ran_chisq (const gsl_rng * r, double nu)

This function returns a random variate from the chi-squared distribution with nu degrees of freedom. The distribution function is, for x >= 0.

Function: double gsl_ran_chisq_pdf (double x, double nu)

This function computes the probability density p(x) at x for a chi-squared distribution with nu degrees of freedom, using the formula given above.

Function: double gsl_cdf_chisq_P (double x, double nu)

Function: double gsl_cdf_chisq_Q (double x, double nu)

Function: double gsl_cdf_chisq_Pinv (double P, double nu)

Function: double gsl_cdf_chisq_Qinv (double Q, double nu)

These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the chi-squared distribution with nu degrees of freedom.