Hypothesis testClassical statistics

Robust Chi-Square Test

The robust chi-square test extends the classic Pearson chi-square framework to remain reliable when standard assumptions — especially the minimum expected-cell-count rule — are violated. Using power divergence statistics (Cressie & Read, 1984) or resampling-based corrections, it produces valid inferences for sparse contingency tables, small samples, and unbalanced categorical data where the ordinary chi-square approximation breaks down.

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Sources

  1. Cressie, N., & Read, T. R. C. (1984). Multinomial goodness-of-fit tests. Journal of the Royal Statistical Society: Series B, 46(3), 440–464. DOI: 10.1111/j.2517-6161.1984.tb01318.x
  2. Agresti, A. (2002). Categorical Data Analysis (2nd ed.). Wiley-Interscience. ISBN: 978-0471360933

Related methods

Referenced by

ScholarGateRobust chi-square test (Robust Chi-Square Test of Independence / Goodness-of-Fit). Retrieved 2026-06-04 from https://scholargate.app/en/statistics/robust-chi-square-test