The AstroStat Slog » incomplete gamma http://hea-www.harvard.edu/AstroStat/slog Weaving together Astronomy+Statistics+Computer Science+Engineering+Intrumentation, far beyond the growing borders Fri, 09 Sep 2011 17:05:33 +0000 en-US hourly 1 http://wordpress.org/?v=3.4 chi-square distribution [Eqn] http://hea-www.harvard.edu/AstroStat/slog/2008/eotw-chisq-distribution/ http://hea-www.harvard.edu/AstroStat/slog/2008/eotw-chisq-distribution/#comments Wed, 16 Jul 2008 17:00:16 +0000 vlk http://hea-www.harvard.edu/AstroStat/slog/?p=342 The Χ2 distribution plays an incredibly important role in astronomical data analysis, but it is pretty much a black box to most astronomers. How many people know, for instance, that its form is exactly the same as the γ distribution? A Χ2 distribution with ν degrees of freedom is

p(z|ν) = (1/Γ(ν/2)) (1/2)ν/2 zν/2-1 e-z/2 ≡ γ(z;ν/2,1/2) , where z=Χ2.

Its more familiar usage is in the cumulative form, which is just the incomplete gamma function. This is where you count off how much area is enclosed in [0,Χ2) to tell at what point the 68%, 95%, etc., thresholds are met. For example, for ν=1,

0Z dx p(Χ2|ν=1) = 0.68 when Z=1.

This is the origin of the ΔΧ2=1 method to determine error bars on best-fit parameters.

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