# Chapter 11: The Chi-Square Distribution

## Introductory

• Three major applications of the chi-square distribution:

• The goodness-of-fit test, which determines if data fit a particular distribution, such as in the lottery example

• The test of independence, which determines if events are independent, such as in the movie example

• The test of a single variance, which tests variability, such as in the coffee example

## 11.1 Facts About the Chi-Square Distribution

• Degrees of freedom: which depends on how chi-square is being used.

• The population standard deviation is 𝜎=√2(df).

• Population mean: μ = df

• Random variable: X^2

• Squared standard normal variables: χ2 = (Z1)^2 + (Z2)^2 + ... + (Zk)^2

• The curve is nonsymmetrical and skewed to the right.

• There is a different chi-square curve for each df.

• The test statistic for any test is always greater than or equal to zero.

• When df > 90, the chi-square curve approximates the normal distribution.

• The mean, μ, is located just to the right of the peak

## 11.2 Goodness-of-Fit Test

• The null and alternative hypotheses for GOF: may be written in sentences or may be stated as equations or inequalities.

• where

• O = observed values (data)

• E = expected values (from theory)

• k = the number of different data cells or categories

• Null hypothesis: The observed values of the data values and expected values are values you would expect to get.

• Degrees of freedom GOF: Number of categories - 1

• The goodness of fit is usually right-tailed

• Large test statistic: Observed values and corresponding expected values are not close to each other.

• Expected value rule: Needs to be above 5 to be able to use the test

## 11.3 Test of Independence

• Tests of independence use a contingency table of observed data values

• where

• O = observed values

• E = expected values

• i = the number of rows in the table

• j = the number of columns in the table

• Test of independence: Determines whether two factors are independent or not

• The null hypothesis for independence: states that the factors are independent

• The alternative hypothesis for independence: states that they are not independent (dependent).

• Independence degrees of freedom: (number of columns -1)(number of rows - 1)

• Expected value formula: (row total)(column total) / total number surveyed

## 11.4 Test for Homogeneity

• Test for Homogeneity: used to draw a conclusion about whether two populations have the same distribution

• Ho: The distributions of the two populations are the same.

• Ha: The distributions of the two populations are not the same.

• The test statistic for Homogeneity: Use a χ2 test statistic. It is computed in the same way as the test for independence.

## 11.5 Comparison of the Chi-Square Test

• Goodness-of-Fit: decides whether a population with an unknown distribution "fits" a known distribution.

• Ho for GOF: The population fits the given distribution

• Ha for GOF: The population does not fit the given distribution.

• Independence: decides whether two variables are independent or dependent. There will be two qualitative variables and a contingency table will be constructed.

• Ho for Independence: The two variables (factors) are independent.

• Ha for Independence: The two variables (factors) are dependent.

• Homogeneity: decides if two populations with unknown distributions have the same distribution as each other. There will be a single qualitative survey variable given to two different populations.

• Ho of Homogeneity: The two populations follow the same distribution.

• Ha of Homogeneity*:* The two populations have different distributions.

## 11.6 Test of a Single Variance

• Test of a single variance: assumes that the underlying distribution is normal

• Hypotheses: stated in terms of the population variance

• where

• n = the total number of data

• s2 = sample variance

• σ2 = population variance

• A test of a single variance may be right-tailed, left-tailed, or two-tailed