# What does chi p(q) mean?

It is a beginner question but I did not find a good explanation so I am asking here. Hope that I received the help from the community.

Today I run a joint null test individually like that

test (tau0=0) (tau1=0) (tau2=0)


And the result is

( 1)  tau0 = 0
( 2)  tau1 = 0
( 3)  tau2 = 0

chi2(  3) =    1.12
Prob > chi2 =    0.7717


I am wondering what does the numbers 2 and 3 in chi2(3) mean. I did a search from Wikipedia but I did not fully get it.

• You should probably mention the program you are running. Oct 21 at 7:23
• @Giskard it is STATA, thank you Oct 21 at 12:13
• I don't want to be mean, but you could just google this, if you just enter chi(3) stata into google you get answer in the first result Oct 23 at 13:07

This is most likely a $$\chi^2$$ distribution with a degree of freedom of 3. From Wikipedia:

In probability theory and statistics, the chi-squared distribution [...] with k degrees of freedom is the distribution of a sum of the squares of k independent standard normal random variables.