CHI分布

通过取卡方变量的(正)平方根生成的。一个形状参数是 \(\nu\) ,正整数,自由度。支持是 \(x\geq0\)

\Begin{eqnarray*}f\Left(x;\nu\Right)&=&\frac{x^{\nu-1}e^{-x^{2}/2}}{2^{\nu/2-1}\Gamma\left(\frac{\nu}{2}\right)}\\ F\Left(x;\nu\Right)&=&\frac{\Gamma\Left(\frac{\nu}{2},\frac{x^{2}}{2}\right)}{\Gamma(\frac{\nu}{2})}\\ g\Left(q;\nu\Right)&=&\sqrt{2\Gamma^{-1}\Left(\frac{\nu}{2},q\Gamma(\frac{\nu}{2})\Right)}\\ M\Left(t\Right)&=&\Gamma\Left(\frac{v}{2}\right)\,_{1}F_{1}\Left(\frac{v}{2};\frac{1}{2};\frac{t^{2}}{2}\right)+\frac{t}{\sqrt{2}}\Gamma\left(\frac{1+\nu}{2}\right)\,_{1}F_{1}\left(\frac{1+\nu}{2};\frac{3}{2};\frac{t^{2}}{2}\right)\\ \MU&=&\frac{\sqrt{2}\Gamma\left(\frac{\nu+1}{2}\right)}{\Gamma\left(\frac{\nu}{2}\right)}\\ \MU_{2}&=&\nu-\MU^{2}\\ \Gamma_{1}&=&\frac{2\mu^{3}+\mu\left(1-2\nu\right)}{\mu_{2}^{3/2}}\\ \Gamma_{2}&=&\frac{2\nu\left(1-\nu\right)-6\mu^{4}+4\mu^{2}\left(2\nu-1\right)}{\mu_{2}^{2}}\\ m_{d}&=&\sqrt{\nu-1}\quad\nu\geq1\\ m_{n}&=&\sqrt{2\Gamma^{-1}\Left(\frac{\nu}{2},\frac{1}{2}{\Gamma(\frac{\nu}{2})}\right)}\end{eqnarray*}

实施: scipy.stats.chi