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Chi-square distribution

In probability theory and statistics, the chi-square distribution (also chi-squared or χ2-distribution) with k degrees of freedom is the distribution of a sum of the squares of k independent standard normal random variables. The chi-square distribution is a special case of the gamma distribution and is one of the most widely used probability distributions in inferential statistics, notably in hypothesis testing and in construction of confidence intervals. This distribution is sometimes called the central chi-square distribution, a special case of the more general noncentral chi-square distribution. The chi-square distribution is used in the common chi-square tests for goodness of fit of an observed distribution to a theoretical one, the independence of two criteria of classification of qualitative data, and in confidence interval estimation for a population standard deviation of a normal distribution from a sample standard deviation. Many other statistical tests also use this distribution, such as Friedman's analysis of variance by ranks.