The Chi Squared Distribution: The Square of the Normal Distribution
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Here we introduce the Chi-squared distribution, which is the distribution of Z=X^2 when X is a Gaussian random variable. Chi squared will be very useful when comparing two distributions in statistics to see if data is consistent with a given distribution.
This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company
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00:00 Intro
01:20 The Chi Squared Distribution
02:40 Calculating the CDF of Chi Squared
06:08 Calculating the PDF of Chi Squared
11:54 Outro