![]() |
| サイトマップ | |
|
カイ二乗累積分布関数です。カイ二乗分布に従う確率変数が指定した独立変数の値を下回る確率を返します。
カイ二乗確率変数は、標準正規分布の独立変数の平方和として定義されます。平方和の中の正規変数の数を、自由度と呼びます。
この分布は、適合度の測定に使用されます。正規分布に従う一連の観測に関する標本分散の分布を表し、回帰分析の残差平方和の分布を表します。
chisquaredist
(x, n)
chisquaredist(5,11)
= .06883
This function is the cumulative chi-square distribution function. It returns the probability that a chi-square distributed random variable is less than a specified independent variable value.
A chi-square random variable is defined as a sum of squares of independent standard normal distribution variables. The number of normal variables in the sum is called the degrees of freedom.
This distribution is used in goodness-of-fit measures. It describes the distribution of sample variance for a set of normally distributed observations and describes the distribution of the residual sum of squares in regression.
chisquaredist(x,n)
Suppose a random variable X is chi-square distributed with 11 degrees of freedom. To compute the probability that the values of this variable are less than 5, we calculate:
chisquaredist(5,11) = .06883