ProAnalytics

Friday, 29 August 2014

CHI-SQUARE
Chi-Square
( )
This distribution was first described by the German statistician Friedrich Robert Helmert in
papers of 1875/1876 where he computed the samplin! distribution of the sample "ariance of a
normal population# Thus in German this was traditionally $nown as
the Helmertsche %&Helmertian&' or &Helmert distribution&#
The distribution was independently redisco"ered by the (n!lish mathematician )arl *earson in
the conte+t of !oodness of fit for which he de"eloped his *earson,s chi-s.uared test published
in %*earson 1/00' with computed table of "alues published in %(lderton 1/01' collected in
%*earson 1/12 pp# +++i3+++iii 16318 Table 455'# The name &chi-s.uared& ultimately deri"es
from *earson,s shorthand for the e+ponent in a multi"ariate normal distribution with the Gree$
letter 6hi writin! -789 for what would appear in modern notation as -7x
T
:
;1
x %: bein!
the co"ariance matri+'# The idea of a family of &chi-s.uared distributions& howe"er is not due to
*earson but arose as a further de"elopment due to Fisher in the 1/10s#
The chi-s.uared distribution has numerous applications in inferential statistics for instance
in chi-s.uared tests and in estimatin! "ariances# 5t enters the problem of estimatin! the mean of
a normally distributed population and the problem of estimatin! the slope of a re!ression line "ia
its role in <tudent=s t-distribution# 5t enters all analysis of "ariance problems "ia its role in the F-
distribution which is the distribution of the ratio of two independent chi-s.uared random
"ariables each di"ided by their respecti"e de!rees of freedom#
Followin! are some of the most common situations in which the chi-s.uared distribution arises
from a Gaussian-distributed sample#
if 4
1
### 4
n
are i#i#d# >%? @
1
' random "ariables then
where #
The bo+ below shows some statistics based on 4
i
>ormal%?
i
@
1
i
' i A 1
$ independent random "ariables that ha"e probability distributions related to the chi-s.uared
distributionB
Name Statistic
chi-squared distribution
noncentral chi-squared
distribution
chi distribution
noncentral chi distribution
The chi-s.uared distribution is also often encountered in Ca!netic Resonance 5ma!in!#
Touch to Reach 6hi-<.uare *resentation
Posted by Vishal Sarin at Friday, August 29, 2014 No comments:
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!hursday, 2& August 2014
DATA SET
During my discussion I shared a book a reference called DATA ANALYSIS
WITH SPSS Version ! by "ober# H$ %ar&er ' (ane )rad*ohl Nash by
%+N)A)+ Learning$
Please do*nload #he da#a se#s rela#ed #o #he abo&e men#ioned book$
DATASET
We shall use #hese da#abases in our fur#her lec#ures$
)ood Luck,,,
Posted by Vishal Sarin at !hursday, August 2&, 2014 No comments:
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DATA
'o$nload the data by clic%ing at (ollo$ing lin%)
'A!A to do$nload
!his lin% contains SPSS Slide and 'ata o( *S Sur+ey
Posted by Vishal Sarin at !hursday, August 2&, 2014 No comments:
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