numpy.random.chisquare

numpy.random.chisquare(df, size=None)

Draw samples from a chi-square distribution.

When df independent random variables, each with standard normal distributions (mean 0, variance 1), are squared and summed, the resulting distribution is chi-square (see Notes). This distribution is often used in hypothesis testing.

Note

New code should use the chisquare method of a default_rng() instance instead; see random-quick-start.

Parameters
dffloat or array_like of floats

Number of degrees of freedom, must be > 0.

sizeint or tuple of ints, optional

Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn. If size is None (default), a single value is returned if df is a scalar. Otherwise, np.array(df).size samples are drawn.

Returns
outndarray or scalar

Drawn samples from the parameterized chi-square distribution.

Raises
ValueError

When df <= 0 or when an inappropriate size (e.g. size=-1) is given.

See also

Generator.chisquare

which should be used for new code.

Notes

The variable obtained by summing the squares of df independent, standard normally distributed random variables:

System Message: WARNING/2 (Q = \sum_{i=0}^{\mathtt{df}} X^2_i )

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is chi-square distributed, denoted

System Message: WARNING/2 (Q \sim \chi^2_k. )

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The probability density function of the chi-squared distribution is

System Message: WARNING/2 (p(x) = \frac{(1/2)^{k/2}}{\Gamma(k/2)} x^{k/2 - 1} e^{-x/2}, )

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where

System Message: WARNING/2 (\Gamma)

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is the gamma function,

System Message: WARNING/2 (\Gamma(x) = \int_0^{-\infty} t^{x - 1} e^{-t} dt. )

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References

1

NIST “Engineering Statistics Handbook” https://www.itl.nist.gov/div898/handbook/eda/section3/eda3666.htm

Examples

>>> np.random.chisquare(2,4)
array([ 1.89920014,  9.00867716,  3.13710533,  5.62318272]) # random