The Generalized Chi-Squared Distribution is a type of probability distribution. It's used to calculate the likelihood that something will happen. In order to calculate the likelihood, you need to know two things: how many times something has happened (called the degrees of freedom), and how likely it is to happen (called the probability). The Generalized Chi-Squared Distribution helps us figure out how likely something is to happen based on how many times it has happened. The more times something has happened, the more likely it is to happen again.