Chi Square Statistic - Mathematics and Statistics - Study Notes, Study notes of Mathematical Statistics

Main discussion in this file is about Significance, Chi-Square Statistic, Computation, Degrees of freedom, Right-tail probability, Value of the chi-square statistic, Exact series expansion

Typology: Study notes

2011/2012

Uploaded on 10/31/2012

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Appendix 3: Significance of a
Chi-Square Statistic
For 30 or fewer degrees of freedom, an exact series expansion is used; otherwise
the Peizer-Pratt approximation is used.
Notation
The following notation is used in this appendix:
X Value of the chi-square statistic
k Degrees of freedom
Q Significance level (right-tail probability)
Computation
If X0 or k<1,
Q=1
If k=1,
QQ X
N
=249
where QX
N49
is the standard normal one-tailed significance probability.
For k30 , an exact series expansion is used (Abramowitz and Stegun, 1965,
eqs. 26.4.4 and 26.4.5)
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Appendix 3: Significance of a

Chi-Square Statistic

For 30 or fewer degrees of freedom, an exact series expansion is used; otherwise the Peizer-Pratt approximation is used.

Notation

The following notation is used in this appendix:

X Value of the chi-square statistic k (^) Degrees of freedom Q (^) Significance level (right-tail probability)

Computation

  • If X ≤ 0 or k < 1 ,
Q = 1
  • If k = 1 ,

Q = 2 Q N 4 X 9

where Q N 4 X 9 is the standard normal one-tailed significance probability.

  • For k ≤ 30 , an exact series expansion is used (Abramowitz and Stegun, 1965, eqs. 26.4.4 and 26.4.5)

2 Appendix 3

Q
Q X R
X

k

X

R k

N

^ −

× +

K

K

K

K

K

K

π

exp

exp

odd

even

where

R
X

r

k

X

r

k

r

r

k

r

r

k

K

K

K

K

K

K

K

K

=

=

1 2

1

1 2

1

2 2

K
K

odd

even

  • If k > 30 , the Peizer-Pratt approximation is used (Peizer and Pratt, 1968, eq 2.24a).
  • If X^ ≥^150 ,
Q = 0

otherwise

Q = Q N 1 6 Z

where