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

Benhamou, Eric; Melot, Valentin

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

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