On the Small Sample Distribution and its Consistency with the Large Sample Distribution of the Chi-Squared Test Statistic for a Two-Way Contigency Table with Fixed Margins

주변값이 주어진 이원분할표에 대한 카이제곱 검정통계량의 소표본 분포 및 대표본 분포와의 일치성 연구

  • Published : 2000.04.30

Abstract

The chi-squared test statistic is usually employed for testing independence of two categorical variables in a two-way contingency table. It is well known that, under independence, the test statistic has an asymptotic chi-squared distribution under multinomial or product-multinomial models. For the case where both margins fixed, the sampling model of the contingency table is a multiple hypergeometric distribution and the chi-squared test statistic follows the same limiting distribution. In this paper, we study the difference between the small sample and large sample distributions of the chi-squared test statistic for the case with fixed margins. For a few small sample cases, the exact small sample distribution of the test statistic is directly computed. For a few large sample sizes, the small sample distribution of the statistic is generated via a Monte Carlo algorithm, and then is compared with the large sample distribution via chi-squared probability plots and Kolmogorov-Smirnov tests.

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