The (non-central) Chi-Square Distribution

Usage

dchisq(x, df, ncp=0)
pchisq(q, df, ncp=0)
qchisq(p, df, ncp=0)
rchisq(n, df)

Arguments

x,q vector of quantiles.
p vector of probabilities.
n number of observations to generate.
df degrees of freedom.
ncp non-centrality parameter.

Value

These functions provide information about the chi-square (chi^2) distribution with df degrees of freedom and optional non-centrality parameter ncp.

The chi-square distribution with df= n degrees of freedom has density

f(x) = 1 / (2^(n/2) Gamma(n/2)) x^(n/2-1) e^(-x/2)

for x > 0.

dchisq gives the density f_n, pchisq gives the distribution function F_n, qchisq gives the quantile function and rchisq generates random deviates.

The non-central chi-square distribution with df= n degrees of freedom and non-centrality parameter ncp = &lambda has density

f(x) = exp(-lambda/2) SUM_{r=0}^infty (lambda^r / 2^r r!)pchisq(x, df + 2r)

for x >= 0.

See Also

dgamma for the gamma distribution which generalizes the chi-square one.

Examples

dchisq(1, df=1:3)
pchisq(1, df= 3)
pchisq(1, df= 3, ncp = 0:4)# includes the above

x <- 1:10
## Chisquare( df = 2) is a special exponential distribution
dchisq(x, df=2) == dexp(x, 1/2)
pchisq(x, df=2) == pexp(x, 1/2)#- only approximately


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