Generates a vector of chi-square random variables with the given number of degrees of freedom. The general syntax for its use is
y = randchi(n)
where n is an array containing the degrees of freedom for
each generated random variable.
A chi-square random variable is essentially distributed as the squared Euclidean norm of a vector of standard Gaussian random variables. The number of degrees of freedom is generally the number of elements in the vector. In general, the PDF of a chi-square random variable is
First, a plot of the PDF for a family of chi-square random variables
--> f = []; --> x = (1:100)/10; --> for n=1:7;t=x.^(n/2-1).*exp(-x/2);f(n,:)=10*t/sum(t);;end --> plot(x,f');
The PDF is below:
Here is an example of using randchi and randn to compute
some chi-square random variables with four degrees of freedom.
--> randchi(4*ones(1,6))
ans =
<float> - size: [1 6]
Columns 1 to 3
5.5105934 5.5192165 9.6636553
Columns 4 to 6
5.8893781 3.9296782 2.6969872
--> sum(randn(4,6).^2)
ans =
<double> - size: [1 6]
Columns 1 to 2
0.558546486399838 1.744416336709659
Columns 3 to 4
0.0557125714633188 4.101569338293578
Columns 5 to 6
2.119902821322430 0.922725890306646