January 2022 Archives

Chi Chi Again

Several years ago we saw that, under some relatively easily met assumptions, the averages of independent observations of a random variable tend toward the normal distribution. Derived from that is the chi-squared distribution which describes the behaviour of sums of squares of independent standard normal random variables, having means of zero and standard deviations of one.
In this post we shall see how it is related to the gamma distribution and implement its various functions in terms of those of the latter.

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