Chi-squared Distribution
If X1,X2,…,Xm are m independent random variables having the standard normal distribution, then the following quantity follows a Chi-Squared distribution with m degrees of freedom. Its mean is m, and its variance is 2m.
Here is a graph of the Chi-Squared distribution 7 degrees of freedom.
Problem
Find the 95th percentile of the Chi-Squared distribution with 7 degrees of freedom.
Solution
We apply the quantile function qchisq of the Chi-Squared distribution against the decimal values 0.95.
Answer
The 95th percentile of the Chi-Squared distribution with 7 degrees of freedom is 14.067.