udchi function

UNU.RAN object for Chi distribution

UNU.RAN object for Chi distribution

Create UNU.RAN object for a Chi distribution with df degrees of freedom.

[Distribution] -- Chi.

udchi(df, lb=0, ub=Inf)

Arguments

  • df: degrees of freedom (strictly positive). Non-integer values allowed.
  • lb: lower bound of (truncated) distribution.
  • ub: upper bound of (truncated) distribution.

Details

The Chi distribution with df=n>0= n > 0 degrees of freedom has density

f(x)=xn1ex2/2f(x)=x(n1)exp(x2/2) f(x) = x^{n-1} e^{-x^2/2}f(x) = x^(n-1) * exp(-x^2/2)

for x>0x > 0.

The domain of the distribution can be truncated to the interval (lb,ub).

Returns

An object of class "unuran.cont".

See Also

unuran.cont.

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 18, p. 417.

Author(s)

Josef Leydold and Wolfgang H"ormann unuran@statmath.wu.ac.at .

Examples

## Create distribution object for chi-squared distribution distr <- udchi(df=5) ## Generate generator object; use method PINV (inversion) gen <- pinvd.new(distr) ## Draw a sample of size 100 x <- ur(gen,100)
  • Maintainer: Josef Leydold
  • License: GPL (>= 2)
  • Last published: 2025-04-07