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How to simulate Chi-squared distribution

  1. Jun 19, 2012 #1
    Is there any algorithm to simulate Chi-squared distribution?
    Here, the degrees of freedom is very large. It may be 10^8.
     
  2. jcsd
  3. Jun 19, 2012 #2

    mathman

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  4. Jun 19, 2012 #3

    marcusl

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    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.
     
  5. Jun 20, 2012 #4
    Yes. Thank you very much.
     
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