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Statistics Tutorial: Chi-Square Distribution

Suppose we conduct the following statistical experiment. We select a random sample of size n from a normal population, having a standard deviation equal to . We find that the standard deviation in our sample is equal to s. Given these data, we can define a statistic, called chi-square, using the following equation: 2 = [ ( n - 1 ) * s2 ] / 2 If we repeated this experiment an infinite number of times, we could obtain a sampling distributionfor the chi-square statistic. The chi-square distribution is defined by the following probability density function: Y = Y0 * ( 2 )
( v/2 - 1 )

* e-2 / 2

where Y0 is a constant that depends on the number of degrees of freedom, 2 is the chi-square statistic, v = n - 1 is the number of degrees of freedom, and e is a constant equal to the base of the natural logarithm system (approximately 2.71828). Y 0 is defined, so that the area under the chi-square curve is equal to one. In the figure below, the red curve shows the distribution of chi-square values computed from all possible samples of size 3, where degrees of freedom is n - 1 = 3 - 1 = 2. Similarly, the the green curve shows the distribution for samples of size 5 (degrees of freedom equal to 4); and the blue curve, for samples of size 11 (degrees of freedom equal to 10).

The chi-square distribution has the following properties: The mean of the distribution is equal to the number of degrees of freedom: = v. The variance is equal to two times the number of degrees of freedom: 2 = 2 * v

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When the degrees of freedom are greater than or equal to 2, the maximum value for Y occurs when 2 = v - 2. As the degrees of freedom increase, the chi-square curve approaches a normal distribution.

Cumulative Probability and the Chi-Square Distribution

The chi-square distribution is constructed so that the total area under the curve is equal to 1. The area under the curve between 0 and a particular chi-square value is a cumulative probabilityassociated with that chi-square value. For example, in the figure below, the shaded area represents a cumulative probability associated with a chi-square statistic equal to A; that is, it is the probability that the value of a chi-square statistic will fall between 0 and A.

Fortunately, we don't have to compute the area under the curve to find the probability. The easiest way to find the cumulative probability associated with a particular chi-square statistic is to use theChiSquare Distribution Calculator, a free tool provided by Stat Trek.

Chi-Square Distribution Calculator

The Chi-Square Distribution Calculator solves common statistics problems, based on the chi-square distribution. The calculator computes cumulative probabilities, based on simple inputs. Clear instructions guide you to an accurate solution, quickly and easily. If anything is unclear, frequentlyasked questions and sample problems provide straightforward explanations. The calculator is free. It can be found under the Stat Tables tab, which appears in the header of every Stat Trek web page.

Chi-Square Distribution Calculator

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Test Your Understanding of This Lesson

Problem 1 The Acme Battery Company has developed a new cell phone battery. On average, the battery lasts 60 minutes on a single charge. The standard deviation is 4 minutes. Suppose the manufacturing department runs a quality control test. They randomly select 7 batteries. The standard deviation of the selected batteries is 6 minutes. What would be the chi-square statistic represented by this test? Solution We know the following: The standard deviation of the population is 4 minutes. The standard deviation of the sample is 6 minutes. The number of sample observations is 7.

To compute the chi-square statistic, we plug these data in the chi-square equation, as shown below. 2 = [ ( n - 1 ) * s2 ] / 2 2 = [ ( 7 - 1 ) * 62 ] / 42 = 13.5 where 2 is the chi-square statistic, n is the sample size, s is the standard deviation of the sample, and is the standard deviation of the population.

Problem 2 Let's revisit the problem presented above. The manufacturing department ran a quality control test, using 7 randomly selected batteries. In their test, the standard deviation was 6 minutes, which equated to a chi-square statistic of 13.5. Suppose they repeated the test with a new random sample of 7 batteries. What is the probability that the standard deviation in the new test would be greater than 6 minutes?

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Solution We know the following: The sample size n is equal to 7. The degrees of freedom are equal to n - 1 = 7 - 1 = 6. The chi-square statistic is equal to 13.5 (see Example 1 above).

Given the degrees of freedom, we can determine the cumulative probability that the chi-square statistic will fall between 0 and any positive value. To find the cumulative probability that a chi-square statistic falls between 0 and 13.5, we enter the degrees of freedom (6) and the chi-square statistic (13.5) into the Chi-Square Distribution Calculator. The calculator displays the cumulative probability: 0.96. This tells us that the probability that a standard deviation would be less than or equal to 6 minutes is 0.96. This means (by the subtraction rule) that the probability that the standard deviation would begreater than 6 minutes is 1 - 0.96 or .04.

Statistics Tutorial: Chi-Square Goodness-of-Fit Test

This lesson explains how to conduct a chi-square goodness of fit test. The test is applied when you have one categorical variable from a single population. It is used to determine whether sample data are consistent with a hypothesized distribution. For example, suppose a company printed baseball cards. It claimed that 30% of its cards were rookies; 60%, veterans; and 10%, All-Stars. We could gather a random sample of baseball cards and use a chisquare goodness of fit test to see whether our sample distribution differed significantly from the distribution claimed by the company. The sample problem at the end of the lesson considers this example. The test procedure described in this lesson is appropriate when the following conditions are met: The sampling method is simple random sampling. The population is at least 10 times as large as the sample. The variable under study is categorical.

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The expected value for each level of the variable is at least 5.

This approach consists of four steps: (1) state the hypotheses, (2) formulate an analysis plan, (3) analyze sample data, and (4) interpret results.

State the Hypotheses

Every hypothesis test requires the analyst to state a null hypothesis and an alternative hypothesis. The hypotheses are stated in such a way that they are mutually exclusive. That is, if one is true, the other must be false; and vice versa. For a chi-square goodness of fit test, the hypotheses take the following form. H0: The data are consistent with a specified distribution. Ha: The data are not consistent with a specified distribution. Typically, the null hypothesis specifies the proportion of observations at each level of the categorical variable. The alternative hypothesis is that at least one of the specified proportions is not true.

Formulate an Analysis Plan

The analysis plan describes how to use sample data to accept or reject the null hypothesis. The plan should specify the following elements. Significance level. Often, researchers choose significance levels equal to 0.01, 0.05, or 0.10; but any value between 0 and 1 can be used. Test method. Use the chi-square goodness of fit test to determine whether observed sample frequencies differ significantly from expected frequencies specified in the null hypothesis. The chi-square goodness of fit test is described in the next section, and demonstrated in the sample problem at the end of this lesson.

Analyze Sample Data

Using sample data, find the degrees of freedom, expected frequency counts, test statistic, and the Pvalue associated with the test statistic. Degrees of freedom. The degrees of freedom (DF) is equal to the number of levels (k) of the categorical variable minus 1: DF = k - 1 .

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Expected frequency counts. The expected frequency counts at each level of the categorical variable are equal to the sample size times the hypothesized proportion from the null hypothesis Ei = npi where Ei is the expected frequency count for the ith level of the categorical variable, n is the total sample size, and pi is the hypothesized proportion of observations in level i.

Test statistic. The test statistic is a chi-square random variable (2) defined by the following equation. 2 = [ (Oi - Ei)2 / Ei ] where Oi is the observed frequency count for the ith level of the categorical variable, and Ei is the expected frequency count for the ith level of the categorical variable.

P-value. The P-value is the probability of observing a sample statistic as extreme as the test statistic. Since the test statistic is a chi-square, use the Chi-Square Distribution Calculator to assess the probability associated with the test statistic. Use the degrees of freedom computed above.

Interpret Results
If the sample findings are unlikely, given the null hypothesis, the researcher rejects the null hypothesis. Typically, this involves comparing the P-value to the significance level, and rejecting the null hypothesis when the P-value is less than the significance level.

Test Your Understanding of This Lesson

Problem Acme Toy Company prints baseball cards. The company claims that 30% of the cards are rookies, 60% veterans, and 10% are All-Stars. The cards are sold in packages of 100. Suppose a randomly-selected package of cards has 50 rookies, 45 veterans, and 5 All-Stars. Is this consistent with Acme's claim? Use a 0.05 level of significance. Solution

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The solution to this problem takes four steps: (1) state the hypotheses, (2) formulate an analysis plan, (3) analyze sample data, and (4) interpret results. We work through those steps below: State the hypotheses. The first step is to state the null hypothesis and an alternative hypothesis. Null hypothesis: The proportion of rookies, veterans, and All-Stars is 30%, 60% and 10%, respectively. Alternative hypothesis: At least one of the proportions in the null hypothesis is false.

Formulate an analysis plan. For this analysis, the significance level is 0.05. Using sample data, we will conduct a chi-square goodness of fit test of the null hypothesis. Analyze sample data. Applying the chi-square goodness of fit test to sample data, we compute the degrees of freedom, the expected frequency counts, and the chi-square test statistic. Based on the chi-square statistic and the degrees of freedom, we determine the P-value. DF = k - 1 = 3 - 1 = 2 (Ei) = n * pi (E1) = 100 * 0.30 = 30 (E2) = 100 * 0.60 = 60 (E3) = 100 * 0.10 = 10 2 = [ (Oi - Ei)2 / Ei ] 2 = [ (50 - 30)2 / 30 ] + [ (45 - 60)2 / 60 ] + [ (5 - 10)2 / 10 ] 2 = (400 / 30) + (225 / 60) + (25 / 10) = 13.33 + 3.75 + 2.50 = 19.58 where DF is the degrees of freedom, k is the number of levels of the categorical variable, n is the number of observations in the sample, Ei is the expected frequency count for level i, Oi is the observed frequency count for level i, and 2 is the chi-square test statistic. The P-value is the probability that a chi-square statistic having 2 degrees of freedom is more extreme than 19.58. We use the Chi-Square Distribution Calculator to find P(2 > 19.58) = 0.0001.

Interpret results. Since the P-value (0.0001) is less than the significance level (0.05), we cannot accept the null hypothesis.

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Note: If you use this approach on an exam, you may also want to mention why this approach is appropriate. Specifically, the approach is appropriate because the sampling method was simple random sampling, the population was more than 10 times larger than the sample, the variable under study was categorical, and each level of the categorical variable had an expected frequency count of at least 5.

Statistics Tutorial: Chi-Square Test for Homogeneity

This lesson explains how to conduct a chi-square test of homogeneity. The test is applied to a singlecategorical variable from two different populations. It is used to determine whether frequency counts are distributed identically across different populations. For example, in a survey of TV viewing preferences, we might ask respondents to identify their favorite program. We might ask the same question of two different populations, such as males and females. We could use a chi-square test for homogeneity to determine whether male viewing preferences differed significantly from female viewing preference. The sample problem at the end of the lesson considers this example. The test procedure described in this lesson is appropriate when the following conditions are met: For each population, the sampling method is simple random sampling. Each population is at least 10 times as large as its respective sample. The variable under study is categorical. If sample data are displayed in a contingency table (Populations x Category levels), the expected frequency count for each cell of the table is at least 5. This approach consists of four steps: (1) state the hypotheses, (2) formulate an analysis plan, (3) analyze sample data, and (4) interpret results.

State the Hypotheses

Every hypothesis test requires the analyst to state a null hypothesis and an alternative hypothesis. The hypotheses are stated in such a way that they are mutually exclusive. That is, if one is true, the other must be false; and vice versa. Suppose that data were sampled from r populations, and assume that the categorical variable had clevels. At any specified level of the categorical variable, the null hypothesis states that each population has the same proportion of observations. Thus,

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H0: Plevel 1 of population 1 = Plevel 1 of population 2 = . . . = Plevel 1 of population r H0: Plevel 2 of population 1 = Plevel 2 of population 2 = . . . = Plevel 2 of population r ... H0: Plevel c of population 1 = Plevel c of population 2 = . . . = Plevel c of population r The alternative hypothesis (Ha) is that at least one of the null hypothesis statements is false.

Formulate an Analysis Plan

The analysis plan describes how to use sample data to accept or reject the null hypothesis. The plan should specify the following elements. Significance level. Often, researchers choose significance levels equal to 0.01, 0.05, or 0.10; but any value between 0 and 1 can be used. Test method. Use the chi-square test for homogeneity to determine whether observed sample frequencies differ significantly from expected frequencies specified in the null hypothesis. The chi-square test for homogeneity is described in the next section.

Analyze Sample Data

Using sample data from the contingency tables, find the degrees of freedom, expected frequency counts, test statistic, and the P-value associated with the test statistic. The analysis described in this section is illustrated in the sample problem at the end of this lesson. Degrees of freedom. The degrees of freedom (DF) is equal to: DF = (r - 1) * (c - 1) where r is the number of populations, and c is the number of levels for the categorical variable. Expected frequency counts. The expected frequency counts are computed separately for each population at each level of the categorical variable, according to the following formula. Er,c = (nr * nc) / n

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where Er,c is the expected frequency count for population r at level c of the categorical variable, nr is the total number of observations from population r, nc is the total number of observations at treatment level c, and n is the total sample size. Test statistic. The test statistic is a chi-square random variable (2) defined by the following equation. 2 = [ (Or,c - Er,c)2 / Er,c ] where Or,c is the observed frequency count in population r for level c of the categorical variable, and Er,c is the expected frequency count in population r for level c of the categorical variable. P-value. The P-value is the probability of observing a sample statistic as extreme as the test statistic. Since the test statistic is a chi-square, use the Chi-Square Distribution Calculator to assess the probability associated with the test statistic. Use the degrees of freedom computed above.

Interpret Results
If the sample findings are unlikely, given the null hypothesis, the researcher rejects the null hypothesis. Typically, this involves comparing the P-value to the significance level, and rejecting the null hypothesis when the P-value is less than the significance level.

Test Your Understanding of This Lesson

Problem In a study of the television viewing habits of children, a developmental psychologist selects a random sample of 300 first graders - 100 boys and 200 girls. Each child is asked which of the following TV programs they like best: The Lone Ranger, Sesame Street, or The Simpsons. Results are shown in thecontingency table below.

Viewing Preferences Row total Lone Ranger Sesame Street The Simpsons

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Boys

50

30

20

100

Girls

50

80

70

200

Column total

100

110

90

300

Do the boys' preferences for these TV programs differ significantly from the girls' preferences? Use a 0.05 level of significance. Solution The solution to this problem takes four steps: (1) state the hypotheses, (2) formulate an analysis plan, (3) analyze sample data, and (4) interpret results. We work through those steps below: State the hypotheses. The first step is to state the null hypothesis and an alternative hypothesis. Null hypothesis: The null hypothesis states that the proportion of boys who prefer the Lone Ranger is identical to the proportion of girls. Similarly, for the other programs. Thus, H0: Pboys who prefer Lone Ranger = Pgirls who prefer Lone Ranger H0: Pboys who prefer Sesame Street = Pgirls who prefer Sesame Street H0: Pboys who prefer The Simpsons = Pgirls who prefer The Simpsons Alternative hypothesis: At least one of the null hypothesis statements is false.

Formulate an analysis plan. For this analysis, the significance level is 0.05. Using sample data, we will conduct a chi-square test for homogeneity. Analyze sample data. Applying the chi-square test for homogeneity to sample data, we compute the degrees of freedom, the expected frequency counts, and the chi-square test statistic. Based on the chi-square statistic and the degrees of freedom, we determine the Pvalue. DF = (r - 1) * (c - 1) = (2 - 1) * (3 - 1) = 2

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Er,c = (nr * nc) / n E1,1 = (100 * 100) / 300 = 10000/300 = 33.3 E1,2 = (100 * 110) / 300 = 11000/300 = 36.7 E1,3 = (100 * 90) / 300 = 9000/300 = 30.0 E2,1 = (200 * 100) / 300 = 20000/300 = 66.7 E2,2 = (200 * 110) / 300 = 22000/300 = 73.3 E2,3 = (200 * 90) / 300 = 18000/300 = 60.0

2 = [ (Or,c - Er,c)2 / Er,c ] 2 = (50 - 33.3)2/33.3 + (30 - 36.7)2/36.7 + (20 - 30)2/30 + (50 - 66.7)2/66.7 + (80 - 73.3)2/73.3 + (70 - 60)2/60 2 = (16.7)2/33.3 + (-6.7)2/36.7 + (-10.0)2/30 + (-17.7)2/66.7 + (3.3)2/73.3 + (10)2/60 2 = 8.38 + 1.22 + 3.33 + 4.70 + 0.61 + 1.67 = 19.91 where DF is the degrees of freedom, r is the number of populations, c is the number of levels of the categorical variable, nr is the number of observations from population r, nc is the number of observations from level c of the categorical variable, n is the number of observations in the sample, Er,c is the expected frequency count in population r for level c, and Or,c is the observed frequency count in population r for level c. The P-value is the probability that a chi-square statistic having 2 degrees of freedom is more extreme than 19.91. We use the Chi-Square Distribution Calculator to find P(2 > 19.91) = 0.0000. (The actual Pvalue, of course, is not exactly zero. If the Chi-Square Distribution Calculator reported more than four decimal places, we would find that the actual P-value is a very small number that is less than 0.00005 and greater than zero.) Interpret results. Since the P-value (0.0000) is less than the significance level (0.05), we reject the null hypothesis. Note: If you use this approach on an exam, you may also want to mention why this approach is appropriate. Specifically, the approach is appropriate because the sampling method was simple random sampling, each population was more than 10 times larger than its respective sample, the variable under study was categorical, and the expected frequency count was at least 5 in each population at each level of the categorical variable.

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Statistics Tutorial: Chi-Square Test for Independence

This lesson explains how to conduct a chi-square test for independence. The test is applied when you have two categorical variables from a single population. It is used to determine whether there is a significant association between the two variables. For example, in an election survey, voters might be classified by gender (male or female) and voting preference (Democrat, Republican, or Independent). We could use a chi-square test for independence to determine whether gender is related to voting preference. The sample problem at the end of the lesson considers this example. The test procedure described in this lesson is appropriate when the following conditions are met: The sampling method is simple random sampling. Each population is at least 10 times as large as its respective sample. The variables under study are each categorical. If sample data are displayed in a contingency table, the expected frequency count for each cell of the table is at least 5. This approach consists of four steps: (1) state the hypotheses, (2) formulate an analysis plan, (3) analyze sample data, and (4) interpret results.

State the Hypotheses

Suppose that Variable A has r levels, and Variable B has c levels. The null hypothesis states that knowing the level of Variable A does not help you predict the level of Variable B. That is, the variables are independent. H0: Variable A and Variable B are independent. Ha: Variable A and Variable B are not independent. The alternative hypothesis is that knowing the level of Variable A can help you predict the level of Variable B. Note: Support for the alternative hypothesis suggests that the variables are related; but the relationship is not necessarily causal, in the sense that one variable "causes" the other.

Formulate an Analysis Plan

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The analysis plan describes how to use sample data to accept or reject the null hypothesis. The plan should specify the following elements. Significance level. Often, researchers choose significance levels equal to 0.01, 0.05, or 0.10; but any value between 0 and 1 can be used. Test method. Use the chi-square test for independence to determine whether there is a significant relationship between two categorical variables.

Analyze Sample Data

Using sample data, find the degrees of freedom, expected frequencies, test statistic, and the P-value associated with the test statistic. The approach described in this section is illustrated in the sample problem at the end of this lesson. Degrees of freedom. The degrees of freedom (DF) is equal to: DF = (r - 1) * (c - 1) where r is the number of levels for one catagorical variable, and c is the number of levels for the other categorical variable. Expected frequencies. The expected frequency counts are computed separately for each level of one categorical variable at each level of the other categorical variable. Compute r * c expected frequencies, according to the following formula. Er,c = (nr * nc) / n where Er,c is the expected frequency count for level r of Variable A and level c of Variable B, nris the total number of sample observations at level r of Variable A, nc is the total number of sample observations at level c of Variable B, and n is the total sample size. Test statistic. The test statistic is a chi-square random variable (2) defined by the following equation. 2 = [ (Or,c - Er,c)2 / Er,c ] where Or,c is the observed frequency count at level r of Variable A and level c of Variable B, and Er,c is the expected frequency count at level r of Variable A and level c of Variable B.

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P-value. The P-value is the probability of observing a sample statistic as extreme as the test statistic. Since the test statistic is a chi-square, use the Chi-Square Distribution Calculator to assess the probability associated with the test statistic. Use the degrees of freedom computed above.

Interpret Results
If the sample findings are unlikely, given the null hypothesis, the researcher rejects the null hypothesis. Typically, this involves comparing the P-value to the significance level, and rejecting the null hypothesis when the P-value is less than the significance level.

Test Your Understanding of This Lesson

Problem A public opinion poll surveyed a simple random sample of 1000 voters. Respondents were classified by gender (male or female) and by voting preference (Republican, Democrat, or Independent). Results are shown in the contingency table below.

Voting Preferences Row total Republican Democrat Independent

Male

200

150

50

400

Female

250

300

50

600

Column total

450

450

100

1000

Is there a gender gap? Do the men's voting preferences differ significantly from the women's preferences? Use a 0.05 level of significance. Solution The solution to this problem takes four steps: (1) state the hypotheses, (2) formulate an analysis plan, (3) analyze sample data, and (4) interpret results. We work through those steps below:

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State the hypotheses. The first step is to state the null hypothesis and an alternative hypothesis. H0: Gender and voting preferences are independent. Ha: Gender and voting preferences are not independent.

Formulate an analysis plan. For this analysis, the significance level is 0.05. Using sample data, we will conduct a chi-square test for independence. Analyze sample data. Applying the chi-square test for independence to sample data, we compute the degrees of freedom, the expected frequency counts, and the chi-square test statistic. Based on the chi-square statistic and the degrees of freedom, we determine the Pvalue. DF = (r - 1) * (c - 1) = (2 - 1) * (3 - 1) = 2 Er,c = (nr * nc) / n E1,1 = (400 * 450) / 1000 = 180000/1000 = 180 E1,2 = (400 * 450) / 1000 = 180000/1000 = 180 E1,3 = (400 * 100) / 1000 = 40000/1000 = 40 E2,1 = (600 * 450) / 1000 = 270000/1000 = 270 E2,2 = (600 * 450) / 1000 = 270000/1000 = 270 E2,3 = (600 * 100) / 1000 = 60000/1000 = 60

2 = [ (Or,c - Er,c)2 / Er,c ] 2 = (200 - 180)2/180 + (150 - 180)2/180 + (50 - 40)2/40 + (250 - 270)2/270 + (300 - 270)2/270 + (50 - 60)2/40 2 = 400/180 + 900/180 + 100/40 + 400/270 + 900/270 + 100/60 2 = 2.22 + 5.00 + 2.50 + 1.48 + 3.33 + 1.67 = 16.2 where DF is the degrees of freedom, r is the number of levels of gender, c is the number of levels of the voting preference, nr is the number of observations from level r of gender, nc is the number of observations from level c of voting preference, n is the number of observations in the sample, Er,c is the expected frequency count when gender is level r and voting preference is level c, and Or,c is the observed frequency count when gender is level r voting preference is level c.

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The P-value is the probability that a chi-square statistic having 2 degrees of freedom is more extreme than 16.2. We use the Chi-Square Distribution Calculator to find P(2 > 16.2) = 0.0003. Interpret results. Since the P-value (0.0003) is less than the significance level (0.05), we cannot accept the null hypothesis. Thus, we conclude that there is a relationship between gender and voting preference. Note: If you use this approach on an exam, you may also want to mention why this approach is appropriate. Specifically, the approach is appropriate because the sampling method was simple random sampling, each population was more than 10 times larger than its respective sample, the variables under study were categorical, and the expected frequency count was at least 5 in each cell of the contingency table.