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What I am trying to do is to get the value of $\chi^2$ for given probability (let us say $\alpha$=0.01) and degrees of freedom (for example df=3).

How do I get that?

Inverse...Distribution functions return something quite different from expected.

Thanks in advance.

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So, Quantile[]? InverseCDF[]? InverseSurvivalFunction[]? You've seen them? Could you elaborate on "something quite different from expected." with a concrete example? – 0x4A4D♦ Sep 7 '12 at 14:28
@J.M. : Please write your comment as an answer so I could vote it. InverseCDF solves the issue. When used InverseChiSquareDistribution i got values different from expected (as those taken from statistical book tables for Chi square test) – Misery Sep 7 '12 at 14:33
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Tsk, tsk. If you read the docs for InverseChiSquareDistribution[], it's the distribution followed by the reciprocal of a $\chi^2$-distributed variate... – 0x4A4D♦ Sep 7 '12 at 14:40

1 Answer

up vote 8 down vote accepted

InverseSurvivalFunction[] is the nearest to what you want; for a given confidence level $\alpha$ and degree of freedom $\nu$, InverseSurvivalFunction[ChiSquareDistribution[ν], α] gives the result you want. Alternatives include InverseCDF[ChiSquareDistribution[ν], 1 - α] and Quantile[ChiSquareDistribution[ν], 1 - α].

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