# Segment 19: The Chi Square Statistic - 3/22/2012

### Problem 1

Prove the assertion on lecture slide 5, namely that, for a multivariate normal distribution, the quantity , where is a random draw from the multivariate normal, is χ2 distributed.

I would sum up each $(\frac{x_i - \mu_i}{\sigma_i})^2$ and plug that sum into a chi-square function in python. I would use a 2 sided test since extremes can happen on either side.