How to simulate Chi-squared distribution

nenyan

Is there any algorithm to simulate Chi-squared distribution?
Here, the degrees of freedom is very large. It may be 10^8.

mathman

http://www.math.uah.edu/stat/special/ChiSquare.html

Google "chi squared distribution simulation" to get more.

marcusl

The Central Limit Theorem says that chi-squared approaches a normal distribution when the number of DOF's k becomes large. A normal distribution is an excellent approximation for k>50 in most cases, so it should be near perfect for k=10^8.

nenyan

Quote by marcusl

The Central Limit Theorem says that chi-squared approaches a normal distribution when the number of DOF's k becomes large. A normal distribution is an excellent approximation for k>50 in most cases, so it should be near perfect for k=10^8.

Yes. Thank you very much.

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nenyan	How to simulate Chi-squared distribution Tweet Is there any algorithm to simulate Chi-squared distribution? Here, the degrees of freedom is very large. It may be 10^8.

mathman Recognitions: Science Advisor	http://www.math.uah.edu/stat/special/ChiSquare.html Google "chi squared distribution simulation" to get more.

marcusl Recognitions: Science Advisor	The Central Limit Theorem says that chi-squared approaches a normal distribution when the number of DOF's k becomes large. A normal distribution is an excellent approximation for k>50 in most cases, so it should be near perfect for k=10^8.