What is a Chi-Square Statistic?

The Chi-Square, Chi-Squared, Distribution is a continuous random sampling distribution with numerous applications. The Chi-Square distribution if often used to test inferences about populations variances as well as to test hypotheses regarding proportions falling into specific categories. If we let Z1, Z2, Z3,...,Zn be independent Normally distributed variables, then

TS-X2Def

has a Chi-Squared distribution with n degrees of freedom.

The Chi-Square Distribution has a mean of v, and a variance of 2v. The equation defining the Chi-Square distribution curve is:

TS-X2fx

The Chi-Square distribution a shape which will be a function of the degrees of freedom, v.

TS-X2Pict