Formulation on R3207: Probability density function for a chi-squared random unsigned real number
F11520
Formulation 0
Let $X \in \text{ChiSquared}(n)$ be a D212: Chi-squared random unsigned real number.
Let $B \in \mathcal{B}(\mathbb{R})$ be a D5113: Standard real Borel set.
Then \begin{equation} \mathbb{P}(X \in B) = \int_B \frac{1}{2^{n / 2} \Gamma( n / 2 )} t^{\frac{n}{2} - 1} e^{- t / 2} I_{[0, \infty)} (t) \, d t \end{equation}