Sampling from a chi-squared distribution

Chi-squared distribution is often used by chi-squared tests to inspect the difference between observed value and expected value, or to examine the independence of two variables. In addition, one can infer confidence intervals using chi-squared distribution. In the following recipe, we will discuss how to use R to generate chi-squared distribution further.

Getting ready

In this recipe, you need to prepare your environment with R installed.

How to do it…

Please perform the following steps to generate samples from chi-squared distribution:

1. First, we can use rchisq to generate three samples with a degree of freedom equal to 10:

   > set.seed(123)
   > rchisq(3,df=10)
   [1]  6.779170 14.757915  3.259122
   

2. We can then use dchisq to obtain the density at x=3 with a degree of freedom equal to 10:

   > dchisq(3,df=10)
   [1] 0.02353326
   

3. Also, we can use pchisq and qchisq to obtain the distribution function and quantile function of the distribution:

   > pchisq(3,df=10...