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Different approximations of the chi-square distribution law with N degrees of freedom.

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CHI SQUARED APPROXIMATIONS

1. Brief


Different approximations of the chi-square distribution law with N degrees of freedom.
- Canal approximation;
- Kelley approximation;
- Peizer-Pratt approximation;
- Polynomial approximation (only for 3 degrees of freedom!);


Probably Peizer-Pratt and Polynomial approximation give best results.

2. Notes


Results are calculated for 3 degrees of freedom.
Use gnuplot to plot results to comparison graph:
Copy plot1, plot2 gnuplot scripts to destination directory and run from terminal:
gnuplot -persist plot1
gnuplot -persist plot2

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