论文信息 - The chi squared and multinormal distributions

The chi squared and multinormal distributions

When there is one variable measured, the chi squared distribution can be very simply related to the normal distribution. Chi squared is simply the square of the distance to the mean. If the underlying observations are normally distributed, we obtain the chi squared distribution. Therefore, for example, if data are standardised (that is measurements are divided by the standard deviation after subtracting themean), the proportion of observations less than four units of chi squared from themean is the same as the proportion of observations, within two normalised units either side of the mean. This can be illustrated by a simple example in Excel.

R. Brereton

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