Chi Square Distribution Calculator

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Chi-Square Distribution Calculator

Inputs

Results

Enter values for Degrees of Freedom and X Value to see the results.

Understanding the Chi-Square Distribution

The Chi-Square (χ²) distribution is a fundamental probability distribution in statistics. It arises in inferential statistics, particularly in hypothesis testing. It is a skewed distribution whose shape depends on its degrees of freedom. The Chi-Square distribution is typically used in contexts involving sums of squared standard normal variables.

Mathematical Definition

If $Z_1, Z_2, …, Z_k$ are independent standard normal random variables (mean 0, variance 1), then the sum of their squares follows a Chi-Square distribution with $k$ degrees of freedom: $$ \chi^2_k = Z_1^2 + Z_2^2 + … + Z_k^2 $$ The probability density function (PDF) of a Chi-Square distribution with $k$ degrees of freedom is given by: $$ f(x; k) = \frac{1}{2^{k/2} \Gamma(k/2)} x^{k/2 – 1} e^{-x/2} \quad \text{for } x > 0 $$ where $\Gamma(z)$ is the Gamma function.

Key Parameters

  • Degrees of Freedom (df or k): This parameter determines the shape of the distribution. It represents the number of independent standard normal variables that are squared and summed. The df must be a positive integer.
  • X Value (x): This is the specific value on the horizontal axis of the distribution for which we want to calculate the probability or density.

Calculator Functions

  • Cumulative Probability (P(X ≤ x)): This calculates the probability that a random variable following the Chi-Square distribution with the specified degrees of freedom will take on a value less than or equal to a given X value. This is often referred to as the CDF (Cumulative Distribution Function).
  • Probability Density (f(x)): This calculates the value of the probability density function at a specific X value. It represents the relative likelihood of observing a value very close to 'x'.

Common Use Cases

  • Goodness-of-Fit Tests: To determine if an observed frequency distribution fits an expected distribution (e.g., testing if dice are fair).
  • Tests for Independence: To test whether two categorical variables are independent of each other (e.g., testing if there is a relationship between gender and preference for a product).
  • Tests for Homogeneity: To test if proportions are the same across different populations.
  • Confidence Intervals for Variance: In quality control and statistical process control.

This calculator helps in quickly computing these probabilities and densities, aiding in statistical analysis and decision-making.

// Function to calculate the Gamma function using Lanczos approximation // Source: Adapted from various implementations of Lanczos approximation function gamma(z) { if (z < 0.5) { return Math.PI / (Math.sin(Math.PI * z) * gamma(1 – z)); } else { var x = z – 1; var tmp = x + 5.5; tmp -= (x + 0.5) * Math.log(x + 5.5); var ser = 1.000000000190015; ser += 76.18009172947146 / (x + 1); ser -= 86.50531813073509 / (x + 2); ser += 24.01409824083091 / (x + 3); ser -= 1.231739572450155 / (x + 4); ser += 0.0012086509738661959 / (x + 5); ser -= 5.395039324960876e-6 / (x + 6); return Math.sqrt(2 * Math.PI) * Math.pow(x + 5.5, x + 0.5) * Math.exp(-tmp) * ser; } } // Incomplete Beta function (regularized) – used for CDF // This is a complex function. For a basic JS implementation, we might need an approximation // or rely on external libraries for high accuracy, especially for large 'df'. // For simplicity here, we'll use a numerical approximation (e.g., via Taylor series or continued fraction) // or a simplified approach if accuracy is not paramount for demonstration. // A common approach is to use the relationship with the incomplete beta function: // P(X <= x | df=k) = I(x/2, k/2, k/2) // The incomplete beta function I_x(a, b) is: B_x(a, b) / B(a, b) // where B_x(a, b) is the incomplete beta function and B(a, b) is the complete beta function. // B(a, b) = Gamma(a) * Gamma(b) / Gamma(a + b) // Numerical integration for CDF (simpler to implement for demonstration) function calculateChiSquareCDF() { var df = parseFloat(document.getElementById("degreesOfFreedom").value); var x = parseFloat(document.getElementById("xValue").value); var resultDiv = document.getElementById("result"); if (isNaN(df) || df <= 0 || isNaN(x) || x < 0) { resultDiv.innerHTML = 'Please enter valid positive numbers for Degrees of Freedom and a non-negative X Value.'; return; } // For demonstration, we'll use a numerical integration method. // A robust implementation would use the relationship with the incomplete beta function. // Numerical integration using Simpson's rule for the PDF integral: integral(f(t), 0, x) var n = 10000; // Number of intervals for integration (higher for better accuracy) var h = x / n; var integral = 0; var pdfAtT = function(t, k) { if (t <= 0) return 0; var term1 = Math.pow(t, k / 2 – 1); var term2 = Math.exp(-t / 2); var denominator = Math.pow(2, k / 2) * gamma(k / 2); return (term1 * term2) / denominator; }; for (var i = 0; i <= n; i++) { var t = i * h; var y = pdfAtT(t, df); if (i === 0 || i === n) { integral += y; } else if (i % 2 === 0) { integral += 2 * y; } else { integral += 4 * y; } } integral *= h / 3; resultDiv.innerHTML = '

Cumulative Probability (P(X ≤ ' + x + '))

' + integral.toFixed(6) + '
'; } function calculateChiSquarePDF() { var df = parseFloat(document.getElementById("degreesOfFreedom").value); var x = parseFloat(document.getElementById("xValue").value); var resultDiv = document.getElementById("result"); if (isNaN(df) || df <= 0 || isNaN(x) || x 0 resultDiv.innerHTML = 'Please enter valid positive numbers for Degrees of Freedom and a positive X Value for PDF calculation.'; return; } var pdfValue = Math.pow(x, df / 2 – 1) * Math.exp(-x / 2); var denominator = Math.pow(2, df / 2) * gamma(df / 2); var finalPdf = pdfValue / denominator; resultDiv.innerHTML = '

Probability Density at X = ' + x + '

' + finalPdf.toFixed(6) + '
'; }

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