Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Chi-squared distribution
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
== History == This distribution was first described by the German geodesist and statistician [[Friedrich Robert Helmert]] in papers of 1875–6,{{sfn|Hald|1998|pp=633–692|loc=27. Sampling Distributions under Normality}}<ref>[[F. R. Helmert]], "[http://gdz.sub.uni-goettingen.de/dms/load/img/?PPN=PPN599415665_0021&DMDID=DMDLOG_0018 Ueber die Wahrscheinlichkeit der Potenzsummen der Beobachtungsfehler und über einige damit im Zusammenhange stehende Fragen]", ''Zeitschrift für Mathematik und Physik'' [http://gdz.sub.uni-goettingen.de/dms/load/toc/?PPN=PPN599415665_0021 21], 1876, pp. 192–219</ref> where he computed the sampling distribution of the sample variance of a normal population. Thus in German this was traditionally known as the ''Helmert'sche'' ("Helmertian") or "Helmert distribution". The distribution was independently rediscovered by the English mathematician [[Karl Pearson]] in the context of [[goodness of fit]], for which he developed his [[Pearson's chi-squared test]], published in 1900, with computed table of values published in {{Harv|Elderton|1902}}, collected in {{Harv|Pearson|1914|pp=xxxi–xxxiii, 26–28|loc=Table XII}}. The name "chi-square" ultimately derives from Pearson's shorthand for the exponent in a [[multivariate normal distribution]] with the Greek letter [[Chi (letter)|Chi]], writing {{mvar|−½χ<sup>2</sup>}} for what would appear in modern notation as {{math|−½'''x'''<sup>T</sup>Σ<sup>−1</sup>'''x'''}} (Σ being the [[covariance matrix]]).<ref>R. L. Plackett, ''Karl Pearson and the Chi-Squared Test'', International Statistical Review, 1983, [https://www.jstor.org/stable/1402731?seq=3 61f.] See also Jeff Miller, [http://jeff560.tripod.com/c.html Earliest Known Uses of Some of the Words of Mathematics].</ref> The idea of a family of "chi-squared distributions", however, is not due to Pearson but arose as a further development due to Fisher in the 1920s.{{sfn|Hald|1998|pp=633–692|loc=27. Sampling Distributions under Normality}}
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)