Draw samples from a chi-square distribution.
When df independent random variables, each with standard normal
distributions (mean 0, variance 1), are squared and summed, the
resulting distribution is chi-square (see Notes). This distribution
is often used in hypothesis testing.
| Parameters : | df : int
Number of degrees of freedom.
size : tuple of ints, int, optional
Size of the returned array. By default, a scalar is
returned.
|
|---|
| Returns : | output : ndarray
Samples drawn from the distribution, packed in a size-shaped
array.
|
|---|
| Raises : | ValueError :
When df <= 0 or when an inappropriate size (e.g. size=-1)
is given.
|
|---|
Notes
The variable obtained by summing the squares of df independent,
standard normally distributed random variables:
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rathi, oriya, panjabi, tamil, telugu, indonesian, interlingua, irish, italian,
kurmanji, lao, latin, latvian, lithuanian, mongolian, mongolianlmc, bokmal, nyn
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is chi-square distributed, denoted
System Message: WARNING/2 (Q \sim \chi^2_k.
)
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LaTeX2e <2011/06/27>
Babel <v3.8m> and hyphenation patterns for english, dumylang, nohyphenation, ge
rman-x-2011-07-01, ngerman-x-2011-07-01, afrikaans, ancientgreek, ibycus, arabi
c, armenian, basque, bulgarian, catalan, pinyin, coptic, croatian, czech, danis
h, dutch, ukenglish, usenglishmax, esperanto, estonian, ethiopic, farsi, finnis
h, french, friulan, galician, german, ngerman, swissgerman, monogreek, greek, h
ungarian, icelandic, assamese, bengali, gujarati, hindi, kannada, malayalam, ma
rathi, oriya, panjabi, tamil, telugu, indonesian, interlingua, irish, italian,
kurmanji, lao, latin, latvian, lithuanian, mongolian, mongolianlmc, bokmal, nyn
orsk, polish, portuguese, romanian, romansh, russian, sanskrit, serbian, serbia
nc, slovak, slovenian, spanish, swedish, turkish, turkmen, ukrainian, uppersorb
ian, welsh, loaded.
(/usr/share/texmf/tex/latex/base/article.cls
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The probability density function of the chi-squared distribution is
System Message: WARNING/2 (p(x) = \frac{(1/2)^{k/2}}{\Gamma(k/2)}
x^{k/2 - 1} e^{-x/2},
)
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restricted \write18 enabled.
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(./math.tex
LaTeX2e <2011/06/27>
Babel <v3.8m> and hyphenation patterns for english, dumylang, nohyphenation, ge
rman-x-2011-07-01, ngerman-x-2011-07-01, afrikaans, ancientgreek, ibycus, arabi
c, armenian, basque, bulgarian, catalan, pinyin, coptic, croatian, czech, danis
h, dutch, ukenglish, usenglishmax, esperanto, estonian, ethiopic, farsi, finnis
h, french, friulan, galician, german, ngerman, swissgerman, monogreek, greek, h
ungarian, icelandic, assamese, bengali, gujarati, hindi, kannada, malayalam, ma
rathi, oriya, panjabi, tamil, telugu, indonesian, interlingua, irish, italian,
kurmanji, lao, latin, latvian, lithuanian, mongolian, mongolianlmc, bokmal, nyn
orsk, polish, portuguese, romanian, romansh, russian, sanskrit, serbian, serbia
nc, slovak, slovenian, spanish, swedish, turkish, turkmen, ukrainian, uppersorb
ian, welsh, loaded.
(/usr/share/texmf/tex/latex/base/article.cls
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(/usr/share/texmf/tex/latex/base/size12.clo))
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where
System Message: WARNING/2 (\Gamma)
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LaTeX2e <2011/06/27>
Babel <v3.8m> and hyphenation patterns for english, dumylang, nohyphenation, ge
rman-x-2011-07-01, ngerman-x-2011-07-01, afrikaans, ancientgreek, ibycus, arabi
c, armenian, basque, bulgarian, catalan, pinyin, coptic, croatian, czech, danis
h, dutch, ukenglish, usenglishmax, esperanto, estonian, ethiopic, farsi, finnis
h, french, friulan, galician, german, ngerman, swissgerman, monogreek, greek, h
ungarian, icelandic, assamese, bengali, gujarati, hindi, kannada, malayalam, ma
rathi, oriya, panjabi, tamil, telugu, indonesian, interlingua, irish, italian,
kurmanji, lao, latin, latvian, lithuanian, mongolian, mongolianlmc, bokmal, nyn
orsk, polish, portuguese, romanian, romansh, russian, sanskrit, serbian, serbia
nc, slovak, slovenian, spanish, swedish, turkish, turkmen, ukrainian, uppersorb
ian, welsh, loaded.
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is the gamma function,
System Message: WARNING/2 (\Gamma(x) = \int_0^{-\infty} t^{x - 1} e^{-t} dt.
)
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This is pdfTeX, Version 3.1415926-2.4-1.40.13 (TeX Live 2012/TeX Live for SUSE Linux)
restricted \write18 enabled.
entering extended mode
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LaTeX2e <2011/06/27>
Babel <v3.8m> and hyphenation patterns for english, dumylang, nohyphenation, ge
rman-x-2011-07-01, ngerman-x-2011-07-01, afrikaans, ancientgreek, ibycus, arabi
c, armenian, basque, bulgarian, catalan, pinyin, coptic, croatian, czech, danis
h, dutch, ukenglish, usenglishmax, esperanto, estonian, ethiopic, farsi, finnis
h, french, friulan, galician, german, ngerman, swissgerman, monogreek, greek, h
ungarian, icelandic, assamese, bengali, gujarati, hindi, kannada, malayalam, ma
rathi, oriya, panjabi, tamil, telugu, indonesian, interlingua, irish, italian,
kurmanji, lao, latin, latvian, lithuanian, mongolian, mongolianlmc, bokmal, nyn
orsk, polish, portuguese, romanian, romansh, russian, sanskrit, serbian, serbia
nc, slovak, slovenian, spanish, swedish, turkish, turkmen, ukrainian, uppersorb
ian, welsh, loaded.
(/usr/share/texmf/tex/latex/base/article.cls
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(/usr/share/texmf/tex/latex/base/size12.clo))
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References
NIST/SEMATECH e-Handbook of Statistical Methods
Examples
>>> np.random.chisquare(2,4)
array([ 1.89920014, 9.00867716, 3.13710533, 5.62318272])
