how to create Chi squared distribution using mean and variance?
이전 댓글 표시
Hello,
I have the mean and the variance for a Chi squared distribution.
I want to create this Chi squared distribution using the mean and the variance that I have, can I ?
Thank you.
답변 (1개)
Vladimir Sovkov
2019년 12월 16일
0 개 추천
see https://www.mathworks.com/help/stats/chi-square-distribution-1.html
댓글 수: 6
Khoder Makkawi
2019년 12월 16일
Vladimir Sovkov
2019년 12월 16일
Why "variance/2"? The variance must be equal to the number of the degrees of freedom in
, isn't it?
Khoder Makkawi
2019년 12월 16일
Vladimir Sovkov
2019년 12월 16일
You probably mean the variance
of the normally distributed variable x. Then ,
, and its variance is the number of the degrees of freedom (number of independent measurements
of x) n, which is the integer number. What do you really have, and what do you want?
Khoder Makkawi
2019년 12월 16일
Vladimir Sovkov
2019년 12월 16일
편집: Vladimir Sovkov
2019년 12월 16일
If you want to approximate your x with the variance of 0.01 via chi^2, then it is quite impossible--the variance of chi^2 must be integer. If you want to construct the new chi^2 variable based on your x implying it is normally distributed - see my earlier comment.
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