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Seven proofs of the Pearson Chi-squared independence test and its graphical interpretation

Benhamou, Eric; Melot, Valentin (2018), Seven proofs of the Pearson Chi-squared independence test and its graphical interpretation. https://basepub.dauphine.fr/handle/123456789/18909

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Type
Document de travail / Working paper
Date
2018
Publisher
Preprint Lamsade
Series title
Preprint Lamsade
Published in
Paris
Pages
22
Metadata
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Author(s)
Benhamou, Eric
Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision [LAMSADE]
Melot, Valentin
Ecole Normale Supérieure
Abstract (EN)
This paper revisits the Pearson Chi-squared independence test. After presentingthe underlying theory with modern notations and showing new way of deriving theproof, we describe an innovative and intuitive graphical presentation of this test. Thisenables not only interpreting visually the test but also measuring how close or far weare from accepting or rejecting the null hypothesis of non independence.
Subjects / Keywords
causality; Pearson correlation coefficient; graphical heat map