the reduced2 distribution looks like for a particular degree of freedom.

look at the chi-square function as a function of 2 and the degrees of freedom ().
PDF@ChiSquareDistribution@D, xD

-1+

2-2 -x2 x

x>0

GammaB F
2

True

Plot the chi-square function for = 30 degrees of freedom.

Plot@PDF@ChiSquareDistribution@30D, xD,
8x, 0, 50<, PlotRange All, AxesOrigin 80, 0<D
0.05

0.04

0.03

0.02

0.01

10

20

30

40

50

2
create a normalizedreduced chi-square function red
call f[y,]. Currently,
Mathematica does no have this function, so,create it.

Use the Faltungintegral (a.k.a. the foldingintegral or the convolutionintegral, etc.) to scale the chi-square axis
by a factor of , the degrees of freedom.
let

x = 2

y = 2red

and

and

= # of degrees of freedom.

f =.

f@y_, _D := DiracDelta@y - x D PDF@ChiSquareDistribution@D, xD x

-

After performing the transformation, reduced chi-square function for degrees of freedom
Assuming@8 > 0 && 2r > 0<, f@2r, DD
2r

2-2 -

H 2rL2

2r GammaA 2 E

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Untitled-8.nb

Plot of reduced chi-square function for an arbitrary number of degrees of freedom, . In this case, =3.
Plot@Evaluate@f@2r, D . 3D, 82r, 0, 3<, PlotRange AutomaticD
0.7
0.6
0.5
0.4
0.3
0.2
0.1

0.5

1.0

1.5

2.0

2.5

3.0

there is a broad range of acceptablereduced chi-squares that one can have for a small number of degrees of freedom.
notice that the reduced chi-square distribution is normalized because both the foldingfunction (i.e., the Dirac function) and the chi-square function are normalized. This is true for all degrees of freedom, 1. For example,

AssumingB > 0, f@2, D 2F

0

1
Plot the reduced chi-square function for 30 degrees of freedom
Plot@Evaluate@f@2, D . 30D, 82, 0, 3<, PlotRange AllD
1.5

1.0

0.5

0.5

1.0

1.5

2.0

2.5

3.0

when the degrees of freedom increases, the reduced chi-square function peaks about 1.0 and its width becomes
narrower. Try 300 degrees of freedom, and the width become even narrower; however, the mean stays centered
around 1.00.

reducedchi-square for 3 different degrees of freedom, = 2, 20, and 200.

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Untitled-8.nb

reducedchi-square for 3 different degrees of freedom, = 2, 20, and 200.

Plot@Evaluate Table@f@2r, D, 8, 82, 20, 200<<D,
82r, 0., 3.0<, PlotRange All, Filling AxisD
4

0.5

1.0

1.5

2.0

2.5

3.0

range of acceptablereduced chi-squares (e.g., 90% C.L.) becomes smaller as the number of degrees of freedom
increases.

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