Hypothesis test
Chi-kvadrat-test for uafhængighed
Chi-kvadrat-testet for uafhængighed er en ikke-parametrisk hypotesetest, der undersøger, om to kategoriske variable er associerede ved at sammenligne observerede og forventede frekvenser i en krydstabulering. Den bygger på chi-kvadrat-kriteriet introduceret af Karl Pearson i 1900.
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Kilder
- 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. DOI: 10.1080/14786440009463897 ↗
- Agresti, A. (2007). An Introduction to Categorical Data Analysis (2nd ed.). Wiley. ISBN: 978-0471226185
Sådan citerer du denne side
ScholarGate. (2026, June 1). Chi-square test of independence. ScholarGate. https://scholargate.app/da/statistics/chi-square-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Cramérs VStatistik↔ compare
- McNemar-testenStatistik↔ compare
Refereret af
A/B Test (Online Kontrolleret Eksperiment)Bayesiansk chi-i-anden-testBayesiansk krydstabuleringBayesiansk Fisher's eksakte testCochran's Q TestCohens Kappa-koefficientCramérs VKrydstabelanalyseMcNemar-testenPower-analysePoweranalyse for proportions-testsTwo-proportion z-testRobust Chi-Square TestRobust Fisher's Exact Test
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