SciPy

numpy.random.chisquare

numpy.random.chisquare(df, size=None)

Draw samples from a chi-square distribution.

When df independent random variables, each with standard normal distributions (mean 0, variance 1), are squared and summed, the resulting distribution is chi-square (see Notes). This distribution is often used in hypothesis testing.

Parameters:

df : int

Number of degrees of freedom.

size : tuple of ints, int, optional

Size of the returned array. By default, a scalar is returned.

Returns:

output : ndarray

Samples drawn from the distribution, packed in a size-shaped array.

Raises:

ValueError :

When df <= 0 or when an inappropriate size (e.g. size=-1) is given.

Notes

The variable obtained by summing the squares of df independent, standard normally distributed random variables:

System Message: WARNING/2 (Q = \sum_{i=0}^{\mathtt{df}} X^2_i )

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.16 (TeX Live 2015/TeX Live for SUSE Linux) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2015/01/01> patch level 2 Babel <3.9m> and hyphenation patterns for 79 languages loaded. (/usr/share/texmf/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texmf/tex/latex/base/size12.clo)) (/usr/share/texmf/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.173 \endinput ^^M No pages of output. Transcript written on math.log.

is chi-square distributed, denoted

System Message: WARNING/2 (Q \sim \chi^2_k. )

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The probability density function of the chi-squared distribution is

System Message: WARNING/2 (p(x) = \frac{(1/2)^{k/2}}{\Gamma(k/2)} x^{k/2 - 1} e^{-x/2}, )

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.16 (TeX Live 2015/TeX Live for SUSE Linux) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2015/01/01> patch level 2 Babel <3.9m> and hyphenation patterns for 79 languages loaded. (/usr/share/texmf/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texmf/tex/latex/base/size12.clo)) (/usr/share/texmf/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.173 \endinput ^^M No pages of output. Transcript written on math.log.

where

System Message: WARNING/2 (\Gamma)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.16 (TeX Live 2015/TeX Live for SUSE Linux) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2015/01/01> patch level 2 Babel <3.9m> and hyphenation patterns for 79 languages loaded. (/usr/share/texmf/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texmf/tex/latex/base/size12.clo)) (/usr/share/texmf/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.173 \endinput ^^M No pages of output. Transcript written on math.log.
is the gamma function,

System Message: WARNING/2 (\Gamma(x) = \int_0^{-\infty} t^{x - 1} e^{-t} dt. )

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.16 (TeX Live 2015/TeX Live for SUSE Linux) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2015/01/01> patch level 2 Babel <3.9m> and hyphenation patterns for 79 languages loaded. (/usr/share/texmf/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texmf/tex/latex/base/size12.clo)) (/usr/share/texmf/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.173 \endinput ^^M No pages of output. Transcript written on math.log.

References

NIST/SEMATECH e-Handbook of Statistical Methods

Examples

>>> np.random.chisquare(2,4)
array([ 1.89920014,  9.00867716,  3.13710533,  5.62318272])

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