First method – method of moment generating function

If Xi, (i = 1, 2, ……, n) are independent N(μi, σ i2), we want the distribution of

Which is the required probability density function of chi square distribution with n degrees of freedom.

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- Exact Sampling distributions
- Derivation Of The Chi Square Distribution
- Moment Generating Function Of x
^{2}Distribution - Cumulant Generating Function Of x
^{2}Distribution - Limiting form of x
^{2}distribution for large degrees of freedom - Characteristic function of x
^{2}distribution: - Chi Square Probability Curve
- Conditions For The Valadity Of Chi Square Test

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