stats

Chi-Squared Distribution

Chi-squared distribution — PDF, CDF, p-value, critical χ², tail selector; normal approximation for df > 200.

Parameters
Degrees of freedom df
χ² value
Tail
Confidence level
Right tail: goodness-of-fit, independence, variance tests (large variance)
Results
PDF f(χ²)
CDF P(χ² ≤ x)
p-value (tail-tailed)
Critical χ² (right, α=.05)
Critical χ² (left, α=.05)
Mean = df
Variance = 2df
Mode = max(df−2, 0)
Skewness = √(8/df)
Excess kurtosis = 12/df
CDF via 1−Q(df/2, x/2)  ·  Q = upper incomplete gamma
df > 200: √(2χ²) − √(2df−1) ~ N(0,1) approximation