We will generate a random sample of size 1000 from the chi-square distribution with five degrees of freedom.
We start by creating a JMP data table with 1000 rows.
Create six columns in it as follows:
The Z columns are random samples of size 1000 from a standard normal distribution. For example, the Z1 columns was obtained as follows:
The X column was created as follows:
To approximate the density of this chi-square distribution we create a histogram of the X column using JMP's Distribution platform:
We will fit a Gamma distribution which is a generalization of the Chi-Square as follows:
One sees below that the Gamma distribution fits the data well: