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Chi-squared Distribution

This is the gamma distribution with $L=0.0$ and $S=2.0$ and $\alpha=\nu/2$ where $\nu$ is called the degrees of freedom. If $Z_{1}\ldots Z_{\nu}$ are all standard normal distributions, then $W=\sum_{k}Z_{k}^{2}$ has (standard) chi-square distribution with $\nu$ degrees of freedom.

The standard form (most often used in standard form only) is $x>0$

$$\begin{eqnarray*} f\left(x;\alpha\right) & = & \frac{1}{2\Gamma\left(\frac{\nu}{2}\right)}\left(\frac{x}{2}\right)^{\nu/2-1}e^{-x/2}\\ F\left(x;\alpha\right) & = & \Gamma\left(\frac{\nu}{2},\frac{x}{2}\right)\\ G\left(q;\alpha\right) & = & 2\Gamma^{-1}\left(\frac{\nu}{2},q\right)\end{eqnarray*}$$

$$M\left(t\right)=\frac{\Gamma\left(\frac{\nu}{2}\right)}{\left(\frac{1}{2}-t\right)^{\nu/2}}$$

$$\begin{eqnarray*} \mu & = & \nu\\ \mu_{2} & = & 2\nu\\ \gamma_{1} & = & \frac{2\sqrt{2}}{\sqrt{\nu}}\\ \gamma_{2} & = & \frac{12}{\nu}\\ m_{d} & = & \frac{\nu}{2}-1\end{eqnarray*}$$

Implementation: scipy.stats.chi2