set.seed(12345) n<-10000; z1<-rnorm(n,0,1) z2<-rnorm(n,0,1) z3<-rnorm(n,0,1) z4<-rnorm(n,0,1) z5<-rnorm(n,0,1) chi5<-z1^2+z2^2+z3^2+z4^2+z5^2 (mean(chi5)) (var(chi5)) hist(chi5, freq=F, col="grey", xlab="", xlim=c(0, 25), breaks=100) par(new=T) plot(density(chi5), axes=F, main="", xlim=c(0, 25), lwd=2, col="blue") df_list<-c(5,10,20,30) par(mfrow=c(2,2)) for (i in 1:length(df_list)) { hist(rchisq(n, df=df_list[i], ncp=0), breaks=100, xlab="chisq", main=paste("df=", df_list[i])) } n_list<-c(2,5,7,9) # Ç¥º»¼ö(n) df_list<-n_list-1 # ÀÚÀ¯µµ par(mfrow=c(1,1)) curve(dchisq(x, 1, ncp=0), col="blue", xlim=c(0, 16), ylim=c(0, 0.8), xlab="chisq", ylab="f(chisq)") curve(dchisq(x, 4, ncp=0), add=T, col="red", xlim=c(0, 16), ylim=c(0, 0.8), xlab="chisq", ylab="f(chisq)") curve(dchisq(x, 6, ncp=0), add=T, col="green", xlim=c(0, 16), ylim=c(0, 0.8), xlab="chisq", ylab="f(chisq)") curve(dchisq(x, 8, ncp=0), add=T, col="black", xlim=c(0, 16), ylim=c(0, 0.8), xlab="chisq", ylab="f(chisq)") par(mfrow=c(2,2)) for (i in 1:length(df_list)) { curve(dchisq(x, df_list[i], ncp=0), add=F, xlim=c(0, 16), ylim=c(0, 0.8), xlab="chisq", ylab="f(chisq)", main=paste("df=", df_list[i])) } df<-10 chi1<-numeric(df) chi2<-numeric(df) chi3<-numeric(df) chi4<-numeric(df) chi5<-numeric(df) chi6<-numeric(df) for(j in 1:df) {chi1[j]<-qchisq(0.01,j)} for(j in 1:df) {chi2[j]<-qchisq(0.05,j)} for(j in 1:df) {chi3[j]<-qchisq(0.1,j)} for(j in 1:df) {chi4[j]<-qchisq(0.9,j)} for(j in 1:df) {chi5[j]<-qchisq(0.95,j)} for(j in 1:df) {chi6[j]<-qchisq(0.99,j)} round((chi<-cbind(chi1,chi2,chi3,chi4,chi5, chi6)),digits=4)