# Segment 19. The Chi Square Statistic

## Contents

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### Problems

#### To Calculate

1. Prove the assertion on lecture slide 5, namely that, for a multivariate normal distribution, the quantity $\displaystyle ({\mathbf x-\mathbf\mu})^T{\mathbf\Sigma}^{-1}({\mathbf x-\mathbf\mu})$ , where $\displaystyle \mathbf x$ is a random draw from the multivariate normal, is $\displaystyle \chi^2$ distributed.

2. Suppose you measure a bunch of quantities $\displaystyle x_i$ , each of which is measured with a measurement accuracy $\displaystyle \sigma_i$ and has a theoretically expected value $\displaystyle \mu_i$ . 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?