26 lines
1.3 KiB
ReStructuredText
26 lines
1.3 KiB
ReStructuredText
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.. _continuous-chi:
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Chi Distribution
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================
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Generated by taking the (positive) square-root of chi-squared
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variates. The one shape parameter is :math:`\nu`, a positive integer, the degrees of freedom.
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The support is :math:`x\geq0`.
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.. math::
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:nowrap:
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\begin{eqnarray*} f\left(x;\nu\right) & = & \frac{x^{\nu-1}e^{-x^{2}/2}}{2^{\nu/2-1}\Gamma\left(\frac{\nu}{2}\right)}\\
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F\left(x;\nu\right) & = & \frac{\gamma\left(\frac{\nu}{2},\frac{x^{2}}{2}\right)}{\Gamma(\frac{\nu}{2})}\\
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G\left(q;\nu\right) & = & \sqrt{2\gamma^{-1}\left(\frac{\nu}{2},q\Gamma(\frac{\nu}{2})\right)}\\
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M\left(t\right) & = & \Gamma\left(\frac{v}{2}\right)\,_{1}F_{1}\left(\frac{v}{2};\frac{1}{2};\frac{t^{2}}{2}\right)+\frac{t}{\sqrt{2}}\Gamma\left(\frac{1+\nu}{2}\right)\,_{1}F_{1}\left(\frac{1+\nu}{2};\frac{3}{2};\frac{t^{2}}{2}\right)\\
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\mu & = & \frac{\sqrt{2}\Gamma\left(\frac{\nu+1}{2}\right)}{\Gamma\left(\frac{\nu}{2}\right)}\\
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\mu_{2} & = & \nu-\mu^{2}\\
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\gamma_{1} & = & \frac{2\mu^{3}+\mu\left(1-2\nu\right)}{\mu_{2}^{3/2}}\\
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\gamma_{2} & = & \frac{2\nu\left(1-\nu\right)-6\mu^{4}+4\mu^{2}\left(2\nu-1\right)}{\mu_{2}^{2}}\\
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m_{d} & = & \sqrt{\nu-1}\quad\nu\geq1\\
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m_{n} & = & \sqrt{2\gamma^{-1}\left(\frac{\nu}{2},\frac{1}{2}{\Gamma(\frac{\nu}{2})}\right)}\end{eqnarray*}
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Implementation: `scipy.stats.chi`
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