Chi-Square Goodness-of-Fit Test
Categorical AnalysisTests whether the observed frequency distribution of a single categorical variable matches a hypothesised (expected) distribution.
When to Use
Use this test when you have a single categorical variable and want to test whether the observed proportions match a theoretical distribution. For example, testing whether a die is fair (each face equally likely), or whether the distribution of blood types in your sample matches the expected population proportions.
Assumptions
- The variable is categorical with two or more categories.
- Observations are independent.
- Expected frequency in each category is at least 5.
- The hypothesised proportions are specified before examining the data.
Required Inputs
| Input | Type | Notes |
|---|---|---|
| Categorical Variable | Categorical | Column with two or more categories to test |
Output Metrics
| Metric | What it means |
|---|---|
| Chi-Square | Goodness-of-fit test statistic: sum of (observed - expected)^2 / expected. |
| DF | Degrees of freedom: number of categories - 1. |
| p-value | P-value for the null hypothesis that the observed distribution matches the expected distribution. |
| Observed Frequencies | Actual counts in each category. |
| Expected Frequencies | Counts expected under the hypothesised distribution. |
Interpretation
- If the p-value is less than alpha, the observed distribution differs significantly from the expected distribution.
- Examine which categories have the largest discrepancies between observed and expected counts to understand where the deviation occurs.
- A non-significant result means you cannot reject the hypothesised distribution, but it does not prove the distribution is correct.
Common Pitfalls
- The test requires specifying expected proportions a priori. Fitting proportions from the data and then testing them invalidates the test.
- Categories with very small expected counts (< 5) can inflate the chi-square statistic. Combine categories if necessary.
- The test is sensitive to sample size. Very large samples can detect trivial departures from the expected distribution.
How It Works
- Specify the expected proportion for each category under the null hypothesis.
- Multiply each expected proportion by the total sample size to get expected frequencies.
- Compute chi-square = sum of (observed - expected)^2 / expected across all categories.
- Compare to the chi-square distribution with (k-1) degrees of freedom, where k is the number of categories.
Citations
References
- Pearson, K. (1900). On the criterion that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be reasonably supposed to have arisen from random sampling. Philosophical Magazine, 50(302), 157-175.