Segment 19. The Chi Square Statistic

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The direct YouTube link is http://youtu.be/87EMhmPkOhk

Links to the slides: PDF file or PowerPoint file

Problems

To Calculate

1. Prove the assertion on lecture slide 5, namely that, for a multivariate normal distribution, the quantity , where is a random draw from the multivariate normal, is distributed.

To Think About

1. Why are we so interested in t-values? Why do we square them?

2. Suppose you measure a bunch of quantities , each of which is measured with a measurement accuracy and has a theoretically expected value . Describe in detail how you might use a chi-square test statistic as a p-value test to see if your theory is viable? Should your test be 1 or 2 tailed?


Class Exercise

Class Exercise

Data file: Media:mv_chi.txt