Chi-square Test

Source: Wikipedia: Chi-Square Test

"Chi-square test" is often shorthand for Pearson's chi-square test.

A chi-square test (also chi-squared or χ2 test) is any statistical hypothesis test in which the sampling distribution of the test statistic is a chi-square distribution when the null hypothesis is true, or any in which this is asymptotically true, meaning that the sampling distribution (if the null hypothesis is true) can be made to approximate a chi-square distribution as closely as desired by making the sample size large enough.

Some examples of chi-squared tests where the chi-square distribution is only approximately valid:

* Pearson's chi-square test, also known as the chi-square goodness-of-fit test or chi-square test for independence. When mentioned without any modifiers or without other precluding context, this test is usually understood (for an exact test used in place of χ2, see Fisher's exact test).
* Yates' chi-square test, also known as Yates' correction for continuity.
* Mantel-Haenszel chi-square test.
* Linear-by-linear association chi-square test.
* The portmanteau test in time-series analysis, testing for the presence of autocorrelation
* Likelihood-ratio tests in general statistical modelling, for testing whether there is evidence of the need to move from a simple model to a more complicated one (where the simple model is nested within the complicated one).

One case where the distribution of the test statistic is an exact chi-square distribution is the test that the variance of a normally-distributed population has a given value based on a sample variance. Such a test is uncommon in practice because values of variances to test against are seldom known exactly.

(cont. in Wikipedia article)

page revision: 0, last edited: 26 Feb 2010 02:30