The chi-squared (χ2) distribution occurs when we have the sum of several independent Normally distributed random variables with zero mean (μ) and a variance (σ) of 1 (that is N(0,1)). The degrees of freedom of the chi-squared distribution is the number of variables that are used. It can be used whenever we want to make some calculations or tests about about variances; however the most common use of the chi-squared distribution is in a chi-squared test of a contingency tables.
Also known as: chi squared
Used in glossary entries: chi-squared test, contingency table, degrees of freedom, Normal distribution