Testing Statistical Hypotheses

Hypothesis testing lets us decide whether observed data is consistent with an assumed model. Our preferred workhorse is the Pearson chi-square (χ²) test, which measures how well a set of observed frequencies matches an expected set.

Core formula

χ2=∑(O−E)2E\chi^2=\sum \frac{(O-E)^2}{E}

Related variants

χc2=∑(Oi−Ei)2Ei\chi_c^2=\sum \frac{(O_i-E_i)^2}{E_i}
χ2=σs2σp2(n−1)\chi^2=\frac{\sigma_s^2}{\sigma_p^2}(n-1)
χ2=∑(Oij−Eij)2Eij\chi^2=\sum \frac{(O_{ij}-E_{ij})^2}{E_{ij}}

We choose the variant by purpose: goodness-of-fit, variance test, or contingency-table test.