Документ взят из кэша поисковой машины. Адрес
оригинального документа
: http://zebu.uoregon.edu/2004/es399/lec05.html
Дата изменения: Thu Jan 19 19:22:09 2006 Дата индексирования: Tue Oct 2 03:52:15 2012 Кодировка: Поисковые слова: п п п п п п п п п п п п п п п п п п п п п п п п п п п п |
This statistic enables us to test whether
observed frequencies are close to
those we would expect.
1. Expected frequencies
These expectations can come from many sources. For example, if we
have an honest die we would expect 1/6 of all cases to show any of
the 6 possible faces to come up.
1 10
2 10
3 10
4 10
5 10
6 10
60
Or, as a null hypothesis we have:
The alternative hypothesis here is complicated!
1 12 10
2 9
10
3 10
10
4 11
10
5 8
10
6 9
10
60
Are these observed frequencies close or far away from
what we would expect if all sides have an equal probability of coming up?
fe = the expected frequency
This statistic has C-1 degrees of freedom, where C is
the number of sides ("catagories") that the die has.
1 12 10
2
4
.4
2 9
10 -1
1
.1
3 10
10 0
0
0.0
4 11
10 1
1
.1
5 8
10 -2
4
.4
6 10
10 0
0
0.0
60
1.0
The d.f. for this statistic equals C - 1, or in our case,
5. Looking
up the magic number for 5 d.f. gives us 11.07 if type
1 error
= .05
Thus, our sample chi-square value (1.0) does not fall
in the
rejection region (which starts at 11.07), and we fail
to reject
the null hypothesis above. That null hypothesis
says that
the die is an honest die.
Assume for a moment that in the US, political affiliation is distributed in the following manner: Democrat = 52%, Republican = 40%, and Independent = 8%. Say you were interested in finding out of the political affiliation of UO students resembles that of the general population. In addition, you might interested in finding out if there is a relationship between a person's political affiliation and their stance on abortion.
The one thing that both of these questions have in common is that they involve nominal variables. A person is either a Democrat, Republican, or Independent and is either pro-choice or pro-life. The data you generate from these studies are frequencies. In other words, you end up with counts of the number of people in your sample who are Democrats, etc. or are pro-choice, etc.
One-Way Chi-Square: Goodness-of-Fit Test
This procedure allows you to examine data regarding various categories of one variable. Because it is used to compare the extent to which observed frequencies fit an expected, theoretical frequency distribution, it is called the goodness-of-fit test.
Consider one of the questions posed earlier; the extent to which political affiliations of UO students are similar to those of the general population. Say we asked 10 UO students their political affiliation. If they were similar to the general population, we would expect about 5 of them (52%) to be Democrats, 4 (40%) Republicans, and 1 (8%) to be Independent. However, say we actually found 7 Democrats, 1 Republican, and 2 Independents.
|
|
|
|
Observed |
|
|
|
Expected |
|
|
|
The null hypothesis in this situation is that the observed differences in frequencies are due to chance and do not reflect a true difference in frequencies in the population.
The chi-square statistic is calculated using the previous "formula":
Where we do the sum over 3 categories:
so
chi2 = (7-5)2/5 + (1-4)2/4 + (2-1)2/1 = 4.05
We have 3-1 = 2 degrees of freedom here and from the previous table we see the critical value is 5.99. Since our value is not beyond the critical value, we fail to reject the null hypothesis. The political affiliation of UO students is not different than the general population.
It was very dry in the 2001/2002 water year. Was that statistically significant?
Here is the data:
Normals are based on 30 year means)
October: Normal = 3.41 Actual = 3.06
November: Normal = 8.32 Actual = 1.61
December: Normal = 8.61 Actual = 3.98
January: Normal = 7.91 Actual = 1.46
February: Normal = 5.64 Actual = 1.69
Null hypothesis is that actual = normal.
Compute the sums:
October: (3.41 - 3.06)2 / 3.41 = 0.04
November: (1.61 - 8.32)2 / 8.32 = 5.41
December: (3.98 - 8.61)2 / 8.61 = 2.49
January: (1.46 - 7.91)2 / 7.91 = 5.26
February: (1.69 - 5.64)2 / 5.64 = 2.76
October contributes almost nothing to the signal, but all other months are significant. The sum is 15.06
Critical value for df = 5 (all the variables
are independent) is 11.07 , so we reject the null hypothesis. Note
we can even test that at the p = 0.01 level
that's how extreme the drought was.