diff --git a/matlab/missing/stats/chi2cdf.m b/matlab/missing/stats/chi2cdf.m
new file mode 100644
index 000000000..0a5db9882
--- /dev/null
+++ b/matlab/missing/stats/chi2cdf.m
@@ -0,0 +1,37 @@
+function CDF = chi2cdf(x, n)
+% chi2cdf  CDF of the Chi2 distribution
+%  CDF = chi2cdf(x, n) computes, for each element of X, the
+%  CDF at X of the chi-square distribution with N degrees of freedom.
+% Original file: statistics/distributions/chi2inv.m
+
+% Copyright (C) 2013 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+if (nargin ~= 2)
+    error ('chi2cdf: you must give two arguments');
+end
+
+if (~isscalar (n))
+    [retval, x, n] = common_size (x, n);
+    if (retval > 0)
+        error ('chi2cdf: x and n must be of common size or scalar');
+    end
+end
+
+CDF = gamcdf (x, n / 2, 2);
+
+end