$\chi^{2}$ Test of Independence


H0: The two variables are independent.

HA: The two variables are dependent.


T.S.


\begin{displaymath}X = \sum\frac{(observed - expected)^{2}}{expected}\end{displaymath}

where expected value,

\begin{displaymath}E_{ij} = \frac{(row \ total \ for \ row \ i)(column \ total \ for \ column \ j)}{n}\end{displaymath}


$\chi^{2}$ has (r-1)(c-1) df, where

r = number of rows

c = number of columns

P-value = $P\left(\chi^{2}(r-1)(c-1) \ \textrm{df} \ > X^{2}\right)$

PREVIOUS PAGE

Jonathan Payne
1999-04-08