# Questions tagged [chi-squared-distribution]

The distribution of sum-of-squares of k independent standard normal random variables. For the test, use the [chi-squared-test] tag. Use also for related distributions.

401 questions
Filter by
Sorted by
Tagged with
1 vote
32 views

• 11
25 views

### Distribution of the approximation error in Gaussian Process Regression (finite data setting)

I am learning about Gaussian Process Regression. I would like to have some references or results regarding the distribution of the error between a given function, and the posterior obtained in ...
14 views

### Expectancy of Euclidean norm of correlated bivariate Gaussian [duplicate]

Consider a noncentral bivariate Gaussian , with nonzero mean, and with ρ not neccesarily zero, and σ1 not neccesarily equal to σ2. I want to find an expression for the expected value of the Euclidian ...
1 vote
85 views

• 121
82 views

### confused about unbiasedness of sample mean

Recently, in a different thread, I was convinced by others ( after claiming that they were wrong ) that the sample mean is unbiased for the mean of its underlying distribution. But the case of the chi-...
• 2,025
155 views

### Properties of $\Gamma$ distribution function that allow to include or not terms depending on multipoles - Computing variance [duplicate]

In the context of harmonic spherical decomposition where $C_\ell$ is the variance of $a_{lm}$ for a given multipole $\ell$, i.e $C_\ell = \langle |a_{lm}^2|\rangle$, I need help about the $\chi^2$ ...
1 vote
143 views

### Expectation and distribution of ratio of correlated Gamma/Chi-square random variables

This question is very similar to: Distribution of the ratio of dependent chi-square random variables But the big difference is what happens when we don't have standard normal variables. I want to ...
• 291
27 views

My question will be very practical. Actually, I work in statistical genetics and I have 1000 Score statistics for which I want to compute the corresponding p-values. To be more specific, I suppose a ...
14 views

### Deriving the Chi Square distribution [duplicate]

Let $X_1,...,X_n$ be IID random variable such that $X_i \sim N(0,1)$ for all $i=1,...,n$. Derive the distribution (i.e. give the pdf/cdf) of $\sum_{i=1}^{n} X_i^2$. I know that from the definition of ...
25 views

### Distribution of the sample mean Poisson's occurrence rate

Simple question. Given a sample of 100 values, the $\hat\lambda$ is calculated (e.g. with poissfit in Matlab), and the confidence intervals are provided. What's the ...
145 views

### Derivation of F-distribution from inverse Chi-square?

I am trying to derive F-distribution from Chi-square and inverse Chi-square. Somewhere in process I make a mistake and result slightly differs from the canonical form of Fisher-Snedecor F distribution....
• 288
1 vote
17 views

### Why does one compute an outer product of marginal distributions (of contingency table) instead of splitting data up completely equally?

I am studying about the chi-squared test statistic and came across the following code. ...
• 33
1 vote
Let $X,X'$ follow the $n$ dimensional Gaussian distribution (zero mean unit variance for simplicity). My question is: what is the distribution of $Y = e^{-\|X-X'\|^2}$, particuarly when $n$ is odd? \$...