### Data Science Day 7:

**Where does the name of Chi-square distribution come from?**

From the first day, *we know Chi-square distribution is the sum of the squared standard deviates, known as variance.*

If we investigate the standard deviates, then we find an interesting relation between **Chi-square** and **Normal Distribution**:

If a variable follows the standard normal distribution, then its square follows the Chi-square distribution.

**Data Visualization:**

- We first generate 1000
**random normal variables**and use the histogram graph to show their distribution. We see it approaches a normal distribution.

- We
**square the random normal variables**and plot the values. We see it approaches a Chi-square distribution. This graph is one random variable squared, so we will show another distribution with a higher degree.

- We use the square of
**three normal random variables**and we can see the graph indeed follows Chi-square distribution.

Source code

Thanks very much to** Jie Chen**, she helped me to understand the connection between the Normal and Chi-Square Distribution.