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
df > 200: √(2χ²) − √(2df−1) ~ N(0,1) approximation