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若k个随机变量
、……、
是相互独立,符合标准正态分布的随机变量(数学期望为0、方差为1),则随机变量Z的平方和

被称为服从自由度为 k 的卡方分布,记作


If Z1, ..., Zk are independent, standard normal random variables, then the sum of their squares,

is distributed according to the chi-squared distribution with k degrees of freedom. This is usually denoted as

The chi-squared distribution has one parameter: k — a positive integer that specifies the number of degrees of freedom (i.e. the number of Zi’s)


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原文地址:http://www.cnblogs.com/zwCHAN/p/4265752.html