Pearson Chi Square Hypothesis Test 1.0 
Date Added: April 27, 2013  Visits: 357 


CHI2TEST: Single sample Pearson Chi Square goodnessoffit hypothesis test.H=CHI2TEST(X,ALPHA) performs the particular case of Pearson Chi Square test to determine whether the null hypothesis of composite normality PDF is a reasonable assumption regarding the population distribution of a random sample X with the desired significance level ALPHA.H indicates the result of the hypothesis test according to the MATLAB rules of conditional statements:H=1 => Do not reject the null hypothesis at significance level ALPHA.H=0 => Reject the null hypothesis at significance level ALPHA.The Chi Square hypotheses and test statistic in this particular case are: Null Hypothesis: X is normal with unknown mean and variance.Alternative Hypothesis: X is not normal.The random sample X is shifted by its estimated mean and normalized by itsestimated standard deviation. The tested bins XP of the assumed normal distribution are chosen [inf, 1.6:0.4:1.6, inf] to avoid unsufficient statistics.Let E(x) be the expected frequency of X falls into XP according to the normal distribution and O(x) be the observed frequency. The Pearson statisticsX2=SUM((E(x)O(x))^2/E(x)) distributes Chi Square with length(XP)3 degrees of freedom.The decision to reject the null hypothesis is taken when the P value (probability that Chi2 random value with length(XP)3 degrees of freedom is greater than X2)is less than significance level ALPHA.X must be a row vector representing a random sample. ALPHA must be a scalar.The function doesn't check the formats of X and ALPHA, as well as a number of the input and output parameters.The asymptotic limit of the Chi Square Test presented is reached whenLENGTH(X)>90.Acknowledge: Dr. S. LoykaAuthor: G. Levin, May, 2003.References:W. T. Eadie, D. Drijard, F. E. James, M Roos and B. Sadoulet, "Statistical Methods in Experimental Physics", NorthHolland, Sec. Reprint, 1982.

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