How is the Chi-square distribution related to the normal distribution?

  • The Chi-square distribution is a special case of the normal distribution
  • The Chi-square distribution is the distribution of the square of a standard normal random variable
  • The Chi-square distribution is the distribution of the sum of two standard normal random variables
  • The normal distribution is a special case of the Chi-square distribution
The Chi-square distribution is related to the normal distribution in that it is the distribution of the square of a standard normal random variable.
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