This distribution is sometimes called the central chi-squared distribution, a special case of the more general noncentral chi-squared distribution. The...
45 KB (6,817 words) - 10:25, 19 March 2025
the noncentral chi-squared distribution (or noncentral chi-square distribution, noncentral χ 2 {\displaystyle \chi ^{2}} distribution) is a noncentral generalization...
21 KB (3,719 words) - 17:54, 17 March 2025
the noncentral chi distribution is a noncentral generalization of the chi distribution. It is also known as the generalized Rayleigh distribution. If...
6 KB (896 words) - 22:16, 1 March 2023
variable and the origin. The chi distribution describes the positive square roots of a variable obeying a chi-squared distribution. If Z 1 , … , Z k {\displaystyle...
10 KB (1,726 words) - 21:53, 23 November 2024
following distributions: Noncentral t-distribution Noncentral chi-squared distribution Noncentral chi-distribution Noncentral F-distribution Noncentral beta...
4 KB (482 words) - 09:01, 22 November 2022
F-distribution. It describes the distribution of the quotient (X/n1)/(Y/n2), where the numerator X has a noncentral chi-squared distribution with n1 degrees of freedom...
5 KB (837 words) - 15:59, 15 October 2024
distribution. The generalized chi-squared variable may be described in multiple ways. One is to write it as a weighted sum of independent noncentral chi-square...
16 KB (2,076 words) - 18:57, 27 April 2025
_{m}^{2}(\lambda )}{\chi _{m}^{2}(\lambda )+\chi _{n}^{2}}},} where χ m 2 ( λ ) {\displaystyle \chi _{m}^{2}(\lambda )} is a noncentral chi-squared random variable...
6 KB (812 words) - 12:20, 6 November 2022
Gamma distribution, and it is used in goodness-of-fit tests in statistics. The inverse-chi-squared distribution The noncentral chi-squared distribution The...
22 KB (2,620 words) - 07:59, 2 May 2025
square root of the chi-squared statistic divided by the sample size. Similarly, Cramér's V is computed by taking the square root of the chi-squared statistic...
56 KB (7,836 words) - 16:32, 7 May 2025
beta prime distribution If V 1 ∼ χ ′ k 1 2 ( λ ) {\displaystyle V_{1}\sim {\chi '}_{k_{1}}^{2}(\lambda )} , a noncentral chi-squared distribution, and V 2...
53 KB (10,468 words) - 04:59, 2 March 2025
{\textstyle |X-\mu |/\sigma \sim \chi _{1}} . The square of X / σ {\textstyle X/\sigma } has the noncentral chi-squared distribution with one degree of freedom:...
148 KB (22,607 words) - 17:11, 14 May 2025
since the chi-squared distribution is the sum of squares of independent standard normal random variables, the random variable of the F-distribution may also...
14 KB (2,271 words) - 10:42, 23 April 2025
then R 2 {\displaystyle R^{2}} has a noncentral chi-squared distribution with two degrees of freedom and noncentrality parameter ν 2 {\displaystyle \nu ^{2}}...
20 KB (3,150 words) - 12:42, 7 February 2025
shared with the noncentral chi-squared distribution. Karl Pearson (Pearson 1895, pp. 357, 360, 373–376) also showed that the gamma distribution is a Pearson...
245 KB (40,562 words) - 12:56, 14 May 2025
The noncentral t-distribution generalizes Student's t-distribution using a noncentrality parameter. Whereas the central probability distribution describes...
15 KB (2,513 words) - 14:57, 15 October 2024
Random variable (redirect from Equal in distribution)
)^{2}/(2\sigma ^{2})}).} This is a noncentral chi-squared distribution with one degree of freedom. The probability distribution of the sum of two independent...
42 KB (6,634 words) - 09:46, 2 May 2025
n_{x}+n_{y}-1-p).} The non-null distribution of this statistic is the noncentral F-distribution (the ratio of a non-central Chi-squared random variable and an...
18 KB (1,980 words) - 21:40, 18 September 2024
category Noncentral beta distribution Noncentral chi distribution Noncentral chi-squared distribution Noncentral F-distribution Noncentral hypergeometric...
87 KB (8,280 words) - 23:04, 12 March 2025
numerator then has a noncentral chi-squared distribution, and consequently the quotient as a whole has a non-central F-distribution. One uses this F-statistic...
10 KB (1,625 words) - 09:50, 3 March 2023
Rayleigh distribution is a continuous probability distribution for nonnegative-valued random variables. Up to rescaling, it coincides with the chi distribution...
16 KB (2,251 words) - 04:19, 13 February 2025
Zero degrees of freedom (category Normal distribution)
independent, then the sum of squares above has a non-central chi-squared distribution with n degrees of freedom and "noncentrality parameter" μ 1 2 + ⋯ + μ...
2 KB (324 words) - 05:58, 22 October 2017
has a chi-squared distribution (χ2-distribution) with ν {\displaystyle \nu } degrees of freedom; Z and V are independent; A different distribution is defined...
55 KB (6,423 words) - 01:51, 28 March 2025
p ) {\displaystyle \chi _{k}^{2}(p)} is the quantile function for probability p {\displaystyle p} of the chi-squared distribution with k {\displaystyle...
65 KB (9,594 words) - 15:19, 3 May 2025
When μ = 0, the distribution of Y is a half-normal distribution. The random variable (Y/σ)2 has a noncentral chi-squared distribution with 1 degree of...
18 KB (3,424 words) - 02:55, 1 August 2024
Wishart distribution. Chi-squared distribution Complex Wishart distribution F-distribution Gamma distribution Hotelling's T-squared distribution Inverse-Wishart...
27 KB (4,194 words) - 18:43, 6 April 2025
\;\;{\text{ as }}\rho \rightarrow 1\\\end{aligned}}} which is a Chi-squared distribution with one degree of freedom. Multiple correlated samples. Nadarajaha...
38 KB (8,274 words) - 11:12, 12 February 2025
sampled by generating a random variable from the appropriate noncentral chi-squared distribution. The Heston model is a stochastic volatility model used in...
9 KB (1,804 words) - 22:52, 30 April 2025
2(m-p+1)}.} Chi-squared distribution Dirichlet distribution F-distribution Gamma distribution Hotelling's T-squared distribution Student's t-distribution Wishart...
4 KB (635 words) - 18:11, 30 November 2024
Marcum Q-function (category Functions related to probability distributions)
as a complementary cumulative distribution function for noncentral chi, noncentral chi-squared, and Rice distributions. In engineering, this function...
29 KB (7,425 words) - 09:14, 10 January 2025