Module rgsl::randist::chi_squared

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

X_i = \sum_i Y_i^2

has a chi-squared distribution with n degrees of freedom. !

Functions

  • chisq_P
    This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the chi-squared distribution with nu degrees of freedom.
  • chisq_Pinv
    This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the chi-squared distribution with nu degrees of freedom.
  • chisq_Q
    This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the chi-squared distribution with nu degrees of freedom.
  • chisq_Qinv
    This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the chi-squared distribution with nu degrees of freedom.
  • chisq_pdf
    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.