Significance Test

tells us how confidently we can
Statistical Analysis
Chi-square and t (Student’s) Test
POPULATION versus SAMPLE
Chi-square Test

Non-parametric  does not require
the sample data to be normally
distributed

But assumes that the variable is
normally distributed in the population
from which the sample is drawn
generalize to a larger (unmeasured)
population from a (measured) sample
of that population.

Importance: we cannot generalize
from a sample to the population
without first submitting to a statistical
test of significance.
Chi-square Test

a statistical test that can be used to
determine whether observed
frequencies are significantly different
from expected frequencies

any statistical hypothesis test in
which the test statistic has a chi-
square distribution if the null
hypothesis is true.

can be used to test independence as
well as goodness of fit
Chi-square Test

For any positive integer n, the chi-square
distribution with n degrees of freedom is
the probability distribution of the random
variable
Y = Z12 + ... + Z n2

where the Zi are independent standard
normal random variables (zero expected
value and unit variance). This distribution
is usually written
Y = χ n2
1
Chi-square Test Chi-square Test

The chi-square probability density ∞
function is Γ(α ) = ∫ uα −1e− u du for α > 0
0
1
f ( y) = y ( n / 2) −1e− y / 2
2n / 2 Γ( n / 2) From this we can derive the following relationships:

where: Γ( p) = ( p − 1)! = ( p − 1)( p − 2) ⋅⋅⋅ (2)(1)

y>0
f (y) = 0 for y ≤ 0  2 p + 1  1 ⋅ 3 ⋅ 5 ⋅⋅⋅ (2 p − 1) π
Γ =
Γ = Gamma function  2  2p
for any positive integer p (p=1,2,3,…)

Y has a chi-square (χ2) distribution with n
degrees of freedom

Chi-square Density
Chi-square Test
Function
The mean of Y is:

µ y = E [Y ] = n

The variance of Y is:

σ y2 = E (Y − µ y ) 2  = 2n

Chi-square Test Chi-square Test

If Y has a chi-square distribution with n
degrees of freedom, then its distribution
F(y) is a probability
function is:
If F(y) = p, where p is a constant, the
corresponding value of y associated with p
F ( y ) = P [Y ≤ y ] = ∫ f ( y ) dy
y
is χ p ,n
2
0
 this is known as the pth fractile or
pth percentile of the chi-square
where: distribution with n degrees of freedom
f(y) = density function

2
Chi-square Test

The chi-square distribution has
numerous applications in inferential
statistics (chi-square tests and
estimating variances).

It enters the problem of estimating
the mean of a normally distributed
population and the problem of
estimating the slope of a regression
line via its role in Student's t-
distribution.
T (Student’s) Test

arises in the problem of estimating
the mean of a normally distributed
population when the sample size is
small.

Student's distribution arises when (as
in nearly all practical statistical work)
the population standard deviation is
unknown and has to be estimated
from the data.

T (Student’s) Test

probability density function of the t-
distribution resembles the bell shape
of a normally distributed variable with
mean 0 and variance 1, except that it
is a bit lower and wider.

as the number of degrees of freedom
grows, the t-distribution approaches
the normal distribution with mean 0
and variance 1.

Symmetric about zero blue = normal distribution
red = t-distribution

T (Student’s) Test T (Student’s) Test

If Z is a random variable with a standard
The t (student) probability density
normal distribution and Y is an function is
Γ [( n + 1) / 2]  t 2 
− ( n +1) / 2
independent random variable with a chi-
f (t ) =  1 +  for -∞ <t<∞
square distribution with n degrees of π nΓ( n / 2)  n 
freedom, then the random variable

If F(t) = p, where p is a constant, the
Z corresponding value of t associated with p
T=
Y /n is t p , n
 this is known as the pth fractile or
is said to have a t-distribution with n pth percentile of the t-distribution with n
degrees of freedom degrees of freedom

3
 T (Student’s) Test T (Student’s) Test
∞ The mean of T is:
Γ(α ) = ∫ uα −1e− u du for α > 0
0

From this we can derive the following relationships: µt = E [T ] = 0 for n>1

Γ( p) = ( p − 1)! = ( p − 1)( p − 2) ⋅⋅⋅ (2)(1)
The variance of T is:
 2 p + 1  1 ⋅ 3 ⋅ 5 ⋅⋅⋅ (2 p − 1) π
Γ = n
 2  2p σ t2 = E (T − µt ) 2  = for n>2
for any positive integer p (p=1,2,3,…)
n−2

Homework:
1. The random variable X has a chi-square
distribution with twenty degrees of freedom.
Calculate and plot the chi-square distribution of
Y. Also determine the mean and standard
deviation of Y. Show the table of values
computed from the chi-square density function.
Use up to 30 values for y, with 0.5 increments.
2. The random variable V is the sum of squares of
ten standard normal variables. Calculate and
plot the probability density function of V (V has
a t-distribution). Evaluate the mean and
standard deviation of V. Show the table of
values computed from the t (student’s) density
function. Use up to 30 values for y, with 0.5
increments.