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1 |
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Last time, we talked about chi-square tests. And |
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2 |
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we mentioned that there are two objectives in this |
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3 |
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chapter. The first one is when to use chi-square |
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4 |
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tests for contingency tables. And the other |
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5 |
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objective is how to use chi-square tests for |
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6 |
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contingency tables. And we did one chi-square test |
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7 |
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for the difference between two proportions. In the |
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8 |
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null hypothesis, the two proportions are equal. I |
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9 |
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mean, proportion for population 1 equals |
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10 |
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population proportion 2 against the alternative |
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11 |
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here is two-sided test. Pi 1 does not equal pi 2. |
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12 |
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In this case, we can use either this statistic. So |
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13 |
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you may |
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14 |
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Z statistic, which is b1 minus b2 minus y1 minus |
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15 |
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y2 divided by b |
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16 |
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dash times 1 minus b dash multiplied by 1 over n1 |
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17 |
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plus 1 over n2. This quantity under the square |
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18 |
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root, where b dash |
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19 |
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Or proportionally, where P dash equals X1 plus X2 |
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20 |
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divided by N1 plus N2. Or, |
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21 |
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in this chapter, we are going to use chi-square |
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22 |
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statistic, which is given by this equation. Chi |
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23 |
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-square statistic is just sum of observed |
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24 |
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frequency, FO. |
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25 |
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minus expected frequency squared divided by |
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26 |
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expected frequency for all cells. |
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27 |
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00:02:25,210 |
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Chi squared, this statistic is given by this |
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28 |
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equation. If there are two by two rows and |
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29 |
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columns, I mean there are two rows and two |
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30 |
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columns. So in this case, my table is two by two. |
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31 |
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In this case, you have only one degree of freedom. |
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32 |
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Always degrees of freedom equals number of rows |
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33 |
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minus one multiplied by number of columns minus |
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34 |
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one. So for two by two tables, there are two rows |
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35 |
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and two columns, so two minus one. times 2 minus |
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36 |
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1, so your degrees of freedom in this case is 1. |
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37 |
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00:03:16,440 |
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Here the assumption is we assume that the expected |
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38 |
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frequency is at least 5, in order to use Chi |
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39 |
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-square statistic. Chi-square is always positive, |
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40 |
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I mean, Chi-square value is always greater than 0. |
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41 |
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It's one TLTS to the right one. We reject F0 if |
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42 |
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your chi-square statistic falls in the rejection |
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43 |
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region. That means we reject the null hypothesis |
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44 |
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if chi-square statistic greater than chi-square |
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45 |
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alpha. Alpha can be determined by using chi-square |
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46 |
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table. So we reject in this case F0, otherwise, |
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47 |
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sorry, we don't reject F0. So again, if the value |
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48 |
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of chi-square statistic falls in this rejection |
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49 |
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region, the yellow one, then we reject. Otherwise, |
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50 |
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if this value, I mean if the value of the |
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51 |
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statistic falls in non-rejection region, we don't |
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52 |
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reject the null hypothesis. So the same concept as |
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53 |
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we did in the previous chapters. If we go back to |
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54 |
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the previous example we had discussed before, when |
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55 |
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we are testing about gender and left and right |
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56 |
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handers, So hand preference either left or right. |
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57 |
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And the question is test to see whether hand |
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58 |
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preference and gender are related or not. In this |
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59 |
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case, your null hypothesis could be written as |
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60 |
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either X0. |
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61 |
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00:05:04,220 |
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So the proportion of left-handers for female |
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62 |
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equals the proportion of males left-handers. So by |
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63 |
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one equals by two or H zero later we'll see that |
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64 |
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the two variables of interest are independent. |
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65 |
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Now, your B dash is |
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66 |
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given by X1 plus X2 divided by N1 plus N2. X1 is |
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67 |
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12, this 12, plus 24 divided by 300. That will |
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68 |
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give 12%. So let me just write this notation, B |
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69 |
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dash. |
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70 |
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equals 36 by 300, so that's 12%. So the expected |
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71 |
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frequency in this case for female, 0.12 times 120, |
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72 |
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because there are 120 females in the data you |
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73 |
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have, so that will give 14.4. So the expected |
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74 |
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frequency is 0.12 times 180, 120, I'm sorry, |
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75 |
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That will give 14.4. Similarly, for male to be |
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76 |
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left-handed is 0.12 times number of females in the |
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77 |
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sample, which is 180, and that will give 21.6. |
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78 |
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00:06:48,670 |
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Now, since you compute the expected for the first |
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79 |
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cell, the second one direct is just the complement |
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80 |
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120. 120 is sample size for the Rome. I mean |
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81 |
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female total 120 minus 14.4 will give 105.6. Or 0 |
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82 |
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.88 times 120 will give the same value. Here, the |
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83 |
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expected is 21.6, so the compliment is the, I'm |
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84 |
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sorry, the expected is just the compliment, which |
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85 |
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is 180 minus 21.6 will give 158.4. Or 0.88 is the |
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86 |
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compliment of that one multiplied by 180 will give |
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87 |
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00:07:35,090 |
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the same value. So that's the one we had discussed |
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88 |
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before. |
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89 |
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On this result, you can determine the value of chi |
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90 |
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00:07:46,550 |
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-square statistic by using this equation. Sum of F |
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91 |
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observed minus F expected squared divided by F |
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92 |
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expected for each cell. You have to compute the |
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93 |
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value of chi-square for each cell. In this case, |
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94 |
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00:08:01,070 |
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the simplest case is just 2 by 2 table. So 12 |
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95 |
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minus 14.4 squared divided by 14.4. Plus the |
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96 |
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second one 108 minus 105 squared divided by 105 up |
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97 |
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to the last one, you will get this result. Now my |
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98 |
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chi-square value is 0.7576. |
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99 |
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And in this case, if chi-square value is very |
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100 |
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small, I mean it's close to zero, then we don't |
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101 |
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reject the null hypothesis. Because the smallest |
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102 |
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value of chi-square is zero, and zero happens only |
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103 |
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if f observed is close to f expected. So here if |
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104 |
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you look carefully for the observed and expected |
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105 |
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frequencies, you can tell if you can reject or |
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106 |
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don't reject the number. Now the difference |
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107 |
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between these values looks small, so that's lead |
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108 |
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to small chi-square. So without doing the critical |
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109 |
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00:09:05,110 |
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value, computer critical value, you can determine |
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110 |
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00:09:08,210 |
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that we don't reject the null hypothesis. Because |
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111 |
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your chi-square value is very small. So we don't |
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112 |
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00:09:16,070 |
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reject the null hypothesis. Or if you look |
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113 |
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00:09:18,670 |
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carefully at the table, for the table we have |
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114 |
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00:09:22,790 |
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here, for chi-square table. By the way, the |
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115 |
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00:09:26,410 |
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smallest value of chi-square is 1.3. under 1 |
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116 |
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00:09:31,480 |
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degrees of freedom. So the smallest value 1.32. So |
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117 |
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00:09:36,180 |
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if your chi-square value is greater than 1, it |
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118 |
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00:09:39,360 |
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means maybe you reject or don't reject. It depends |
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119 |
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00:09:41,920 |
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on v value and alpha you have or degrees of |
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120 |
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00:09:45,920 |
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freedom. But in the worst scenario, if your chi |
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121 |
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00:09:50,280 |
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-square is smaller than this value, it means you |
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122 |
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00:09:53,780 |
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don't reject the null hypothesis. So generally |
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123 |
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speaking, if Chi-square is statistical. It's |
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124 |
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00:10:02,120 |
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smaller than 1.32. 1.32 is a very small value. |
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125 |
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00:10:06,940 |
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Then we don't reject. Then we don't reject x0. |
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126 |
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00:10:15,780 |
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That's always, always true. Regardless of degrees |
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127 |
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00:10:24,220 |
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of freedom and alpha. My chi-square is close to |
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128 |
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00:10:31,050 |
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zero, or smaller than 1.32, because the minimum |
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129 |
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00:10:35,710 |
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value of critical value is 1.32. Imagine that we |
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130 |
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00:10:40,990 |
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are talking about alpha is 5%. So alpha is 5, so |
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131 |
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00:10:46,050 |
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your critical value, the smallest one for 1 |
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132 |
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00:10:48,750 |
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degrees of freedom, is 3.84. So that's my |
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133 |
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00:10:53,850 |
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smallest, if alpha |
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134 |
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00:11:03,740 |
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Last time we mentioned that this value is just 1 |
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135 |
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00:11:08,680 |
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.96 squared. And that's only true, only true for 2 |
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136 |
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00:11:17,760 |
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by 2 table. That means this square is just Chi |
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137 |
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00:11:24,180 |
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square 1. For this reason, we can test by one |
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138 |
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00:11:29,470 |
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equal by two, by two methods, either this |
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139 |
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00:11:33,330 |
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statistic or chi-square statistic. Both of them |
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140 |
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00:11:37,750 |
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will give the same result. So let's go back to the |
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141 |
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00:11:41,970 |
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question we have. My chi-square value is 0.77576. |
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142 |
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00:11:52,160 |
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So that's your chi-square statistic. Again, |
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143 |
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00:11:57,500 |
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degrees of freedom 1 to chi-square, the critical |
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144 |
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00:12:00,240 |
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value is 3.841. So my decision is we don't reject |
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145 |
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00:12:08,500 |
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the null hypothesis. My conclusion is there is not |
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146 |
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00:12:11,780 |
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sufficient evidence that two proportions are |
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147 |
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00:12:14,380 |
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different. So you don't have sufficient evidence |
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148 |
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00:12:17,480 |
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in order to support that the two proportions are |
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149 |
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00:12:21,900 |
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different at 5% level of significance. We stopped |
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150 |
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00:12:27,720 |
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last time at this point. Now suppose we are |
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151 |
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00:12:32,700 |
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testing The difference among more than two |
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152 |
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00:12:36,670 |
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proportions. The same steps, we have to extend in |
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153 |
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00:12:42,930 |
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this case chi-square. Your null hypothesis, by one |
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154 |
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00:12:47,830 |
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equal by two, all the way up to by C. So in this |
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155 |
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00:12:50,990 |
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case, there are C columns. C columns and |
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156 |
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00:13:00,110 |
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two rows. So number of columns equals C, and there |
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157 |
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00:13:05,420 |
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are only two rows. So pi 1 equals pi 2, all the |
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158 |
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00:13:10,520 |
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way up to pi C. So null hypothesis for the columns |
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159 |
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00:13:13,840 |
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we have. There are C columns. Again, it's the |
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160 |
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00:13:17,040 |
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alternative, not all of the pi J are equal, and J |
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161 |
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00:13:19,840 |
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equals 1 up to C. Now, the only difference here, |
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162 |
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00:13:26,520 |
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the degrees of freedom. |
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163 |
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00:13:31,370 |
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For 2 by c table, |
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164 |
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00:13:35,710 |
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2 by c, degrees of freedom equals number |
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165 |
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00:13:42,010 |
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of rows minus 1. There are two rows, so 2 minus 1 |
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166 |
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00:13:45,890 |
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times number of columns minus 1. 2 minus 1 is 1, c |
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167 |
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00:13:50,810 |
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minus 1, 1 times c minus 1, c minus 1. So your |
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168 |
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00:13:54,610 |
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degrees of freedom in this case is c minus 1. |
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169 |
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00:14:00,070 |
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So that's the only difference. For two by two |
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170 |
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00:14:03,190 |
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table, degrees of freedom is just one. If there |
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171 |
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00:14:07,130 |
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are C columns and we have the same number of rows, |
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172 |
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00:14:11,450 |
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degrees of freedom is C minus one. And we have the |
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173 |
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00:14:14,810 |
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same chi squared statistic, the same equation I |
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174 |
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00:14:19,190 |
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mean. And we have to extend also the overall |
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175 |
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00:14:23,890 |
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proportion instead of x1 plus x2 divided by n1 |
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176 |
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00:14:27,330 |
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plus n2. It becomes x1 plus x2 plus x3 all the way |
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177 |
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00:14:32,610 |
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up to xc because there are c columns divided by n1 |
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178 |
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00:14:38,330 |
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plus n2 all the way up to nc. So that's x over n. |
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179 |
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00:14:43,540 |
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So similarly we can reject the null hypothesis if |
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180 |
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00:14:48,400 |
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the value of chi-square statistic lies or falls in |
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181 |
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00:14:52,260 |
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the rejection region. |
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182 |
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00:14:58,120 |
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Other type of chi-square test is called chi-square |
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183 |
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00:15:01,980 |
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test of independence. Generally speaking, most of |
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184 |
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00:15:07,380 |
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the time there are more than two columns or more |
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185 |
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00:15:10,440 |
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than two rows. Now, suppose we have contingency |
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186 |
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00:15:16,490 |
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table that has R rows and C columns. And we are |
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187 |
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00:15:22,370 |
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interested to test to see whether the two |
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188 |
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00:15:26,990 |
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categorical variables are independent. That means |
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189 |
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00:15:31,390 |
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there is no relationship between them. Against the |
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190 |
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00:15:35,600 |
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alternative hypothesis, the two variables are |
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191 |
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00:15:38,800 |
|
dependent. That means there is a relationship |
|
|
|
192 |
|
00:15:42,040 |
|
between them. So test of independence. |
|
|
|
193 |
|
00:15:47,780 |
|
Null hypothesis is always the two variables, I |
|
|
|
194 |
|
00:15:52,220 |
|
mean, the two categorical variables are |
|
|
|
195 |
|
00:15:55,240 |
|
independent. So it's zero. Always x and y, for |
|
|
|
196 |
|
00:15:59,860 |
|
example, are independent. |
|
|
|
197 |
|
00:16:06,330 |
|
This means there is no difference between them. I |
|
|
|
198 |
|
00:16:11,790 |
|
mean, Y1 equals Y. Similarly, X and Y are |
|
|
|
199 |
|
00:16:17,490 |
|
independent. So there is no difference between the |
|
|
|
200 |
|
00:16:19,850 |
|
two populations of this notion. Against the |
|
|
|
201 |
|
00:16:23,030 |
|
alternative hypothesis, either X and Y, you may |
|
|
|
202 |
|
00:16:27,010 |
|
say that they are dependent. |
|
|
|
203 |
|
00:16:31,630 |
|
So that means there exists a relationship between |
|
|
|
204 |
|
00:16:34,470 |
|
them or They are related. |
|
|
|
205 |
|
00:16:40,920 |
|
So tests of independence for chi-square test to |
|
|
|
206 |
|
00:16:45,300 |
|
see whether or not the two variables are |
|
|
|
207 |
|
00:16:47,480 |
|
independent. So your null, two variables are |
|
|
|
208 |
|
00:16:50,640 |
|
independent against they are not independent. So |
|
|
|
209 |
|
00:16:55,740 |
|
similar to the chi-square test for equality of |
|
|
|
210 |
|
00:16:58,060 |
|
more than two proportions. So, in order to test to |
|
|
|
211 |
|
00:17:02,640 |
|
see if more than two proportions are equal, you |
|
|
|
212 |
|
00:17:06,020 |
|
cannot use this statistic. So, this statistic is |
|
|
|
213 |
|
00:17:15,700 |
|
no longer appropriate or valid for more than two |
|
|
|
214 |
|
00:17:27,600 |
|
proportions. In this case, you have to use chi |
|
|
|
215 |
|
00:17:31,770 |
|
-square test. So this statistic can be used only |
|
|
|
216 |
|
00:17:37,310 |
|
to test the difference between two proportions. |
|
|
|
217 |
|
00:17:41,110 |
|
But for more than two, you have to use chi-square |
|
|
|
218 |
|
00:17:44,110 |
|
test. So similar, chi-square test of independence |
|
|
|
219 |
|
00:17:47,690 |
|
is similar to chi-square test for equality of more |
|
|
|
220 |
|
00:17:52,470 |
|
than two proportions. But extend the concept. The |
|
|
|
221 |
|
00:17:57,360 |
|
previous one was two rows and C columns, so two by |
|
|
|
222 |
|
00:18:02,100 |
|
C. But here we extend the concept to contingency |
|
|
|
223 |
|
00:18:05,940 |
|
tables with R rows and C columns. So we have the |
|
|
|
224 |
|
00:18:11,560 |
|
case R by C. So that's in general, there are R |
|
|
|
225 |
|
00:18:15,660 |
|
rows and C columns. And the question is this C, if |
|
|
|
226 |
|
00:18:23,060 |
|
the two variables are independent or not. So in |
|
|
|
227 |
|
00:18:27,480 |
|
this case, you cannot use this statistic. So one |
|
|
|
228 |
|
00:18:30,700 |
|
more time, this statistic is valid only for two by |
|
|
|
229 |
|
00:18:34,320 |
|
two tables. So that means we can use z or chi |
|
|
|
230 |
|
00:18:38,020 |
|
-square to test if there is no difference between |
|
|
|
231 |
|
00:18:41,200 |
|
two population proportions. But for more than |
|
|
|
232 |
|
00:18:43,960 |
|
that, you have to use chi-square. |
|
|
|
233 |
|
00:18:49,950 |
|
Now still we have the same equation, Chi-square |
|
|
|
234 |
|
00:18:53,310 |
|
statistic is just sum F observed minus F expected |
|
|
|
235 |
|
00:18:57,870 |
|
quantity squared divided by F expected. |
|
|
|
236 |
|
00:19:03,490 |
|
In this case, Chi-square statistic for R by C case |
|
|
|
237 |
|
00:19:07,550 |
|
has degrees of freedom R minus 1 multiplied by C |
|
|
|
238 |
|
00:19:15,430 |
|
minus 1. In this case, each cell in the |
|
|
|
239 |
|
00:19:18,570 |
|
contingency table has expected frequency at least |
|
|
|
240 |
|
00:19:21,230 |
|
one instead of five. Now let's see how can we |
|
|
|
241 |
|
00:19:26,910 |
|
compute the expected cell frequency for each cell. |
|
|
|
242 |
|
00:19:32,950 |
|
The expected frequency is given by row total |
|
|
|
243 |
|
00:19:37,530 |
|
multiplied by colon total divided by n. So that's |
|
|
|
244 |
|
00:19:42,950 |
|
my new equation to determine I've expected it. So |
|
|
|
245 |
|
00:19:50,700 |
|
the expected value for each cell is given by Rho |
|
|
|
246 |
|
00:19:56,440 |
|
total multiplied by Kono, total divided by N. |
|
|
|
247 |
|
00:20:05,160 |
|
Also, this equation is true for the previous |
|
|
|
248 |
|
00:20:09,540 |
|
example. If you go back a little bit here, now the |
|
|
|
249 |
|
00:20:16,650 |
|
Expected for this cell was 40.4. Now let's see how |
|
|
|
250 |
|
00:20:21,650 |
|
can we compute the same value by using this |
|
|
|
251 |
|
00:20:25,470 |
|
equation. So it's equal to row total 120 |
|
|
|
252 |
|
00:20:30,250 |
|
multiplied by column total 36 divided by 300. |
|
|
|
253 |
|
00:20:43,580 |
|
Now before we compute this value by using B dash |
|
|
|
254 |
|
00:20:46,500 |
|
first, 300 divided by, I'm sorry, 36 divided by |
|
|
|
255 |
|
00:20:50,900 |
|
300. So that's your B dash. Then we multiply this |
|
|
|
256 |
|
00:20:58,520 |
|
B dash by N, and this is your N. So it's similar |
|
|
|
257 |
|
00:21:03,540 |
|
equation. So either you use row total multiplied |
|
|
|
258 |
|
00:21:08,540 |
|
by column total. then divide by overall sample |
|
|
|
259 |
|
00:21:14,060 |
|
size you will get the same result by using the |
|
|
|
260 |
|
00:21:18,880 |
|
overall proportion 12% times 120 so each one will |
|
|
|
261 |
|
00:21:25,520 |
|
give the same answer so from now we are going to |
|
|
|
262 |
|
00:21:29,860 |
|
use this equation in order to compute the expected |
|
|
|
263 |
|
00:21:33,900 |
|
frequency for each cell so again expected |
|
|
|
264 |
|
00:21:37,960 |
|
frequency is rho total times Column total divided |
|
|
|
265 |
|
00:21:42,920 |
|
by N, N is the sample size. So row total it means |
|
|
|
266 |
|
00:21:48,620 |
|
sum of all frequencies in the row. Similarly |
|
|
|
267 |
|
00:21:52,220 |
|
column total is the sum of all frequencies in the |
|
|
|
268 |
|
00:21:56,160 |
|
column and N is over all sample size. |
|
|
|
269 |
|
00:22:03,030 |
|
Again, we reject the null hypothesis if your chi |
|
|
|
270 |
|
00:22:06,630 |
|
-square statistic greater than chi-square alpha. |
|
|
|
271 |
|
00:22:10,590 |
|
Otherwise, you don't reject it. And keep in mind, |
|
|
|
272 |
|
00:22:14,270 |
|
chi-square statistic has degrees of freedom R |
|
|
|
273 |
|
00:22:18,390 |
|
minus 1 times C minus 1. That's all for chi-square |
|
|
|
274 |
|
00:22:23,730 |
|
as test of independence. Any question? |
|
|
|
275 |
|
00:22:31,220 |
|
Here there is an example for applying chi-square |
|
|
|
276 |
|
00:22:36,300 |
|
test of independence. Meal plan selected |
|
|
|
277 |
|
00:22:42,200 |
|
by 200 students is shown in this table. So there |
|
|
|
278 |
|
00:22:46,700 |
|
are two variables of interest. The first one is |
|
|
|
279 |
|
00:22:50,960 |
|
number of meals per week. And there are three |
|
|
|
280 |
|
00:22:56,230 |
|
types of number of meals, either 20 meals per |
|
|
|
281 |
|
00:23:00,550 |
|
week, or 10 meals per week, or none. So that's, so |
|
|
|
282 |
|
00:23:07,870 |
|
number of meals is classified into three groups. |
|
|
|
283 |
|
00:23:13,210 |
|
So three columns, 20 per week, 10 per week, or |
|
|
|
284 |
|
00:23:17,650 |
|
none. Class standing, students are classified into |
|
|
|
285 |
|
00:23:23,270 |
|
four levels. A freshman, it means students like |
|
|
|
286 |
|
00:23:28,860 |
|
you, first year. Sophomore, it means second year. |
|
|
|
287 |
|
00:23:34,440 |
|
Junior, third level. Senior, fourth level. So that |
|
|
|
288 |
|
00:23:38,400 |
|
means first, second, third, and fourth level. And |
|
|
|
289 |
|
00:23:42,100 |
|
we have this number, these numbers for, I mean, |
|
|
|
290 |
|
00:23:47,040 |
|
there are 24 A freshman who have meals for 20 per |
|
|
|
291 |
|
00:23:53,660 |
|
week. So there are 24 freshmen have 20 meals per |
|
|
|
292 |
|
00:23:59,880 |
|
week. 22 sophomores, the same, 10 for junior and |
|
|
|
293 |
|
00:24:04,160 |
|
14 for senior. And the question is just to see if |
|
|
|
294 |
|
00:24:10,220 |
|
number of meals per week is independent of class |
|
|
|
295 |
|
00:24:13,740 |
|
standing. to see if there is a relationship |
|
|
|
296 |
|
00:24:17,270 |
|
between these two variables. In this case, there |
|
|
|
297 |
|
00:24:21,890 |
|
are four rows because the class standing is |
|
|
|
298 |
|
00:24:26,850 |
|
classified into four groups. So there are four |
|
|
|
299 |
|
00:24:29,190 |
|
rows and three columns. So this table actually is |
|
|
|
300 |
|
00:24:34,230 |
|
four by three. And there are twelve cells in this |
|
|
|
301 |
|
00:24:40,200 |
|
case. Now it takes time to compute the expected |
|
|
|
302 |
|
00:24:46,660 |
|
frequencies because in this case we have to |
|
|
|
303 |
|
00:24:49,760 |
|
compute the expected frequency for each cell. And |
|
|
|
304 |
|
00:24:55,120 |
|
we are going to use this formula for only six of |
|
|
|
305 |
|
00:25:01,320 |
|
them. I mean, we can apply this formula for only |
|
|
|
306 |
|
00:25:06,260 |
|
six of them. And the others can be computed by the |
|
|
|
307 |
|
00:25:09,880 |
|
complement by using either column total or row |
|
|
|
308 |
|
00:25:14,300 |
|
total. So because degrees of freedom is six, that |
|
|
|
309 |
|
00:25:19,940 |
|
means you may use this rule six times only. The |
|
|
|
310 |
|
00:25:23,880 |
|
others can be computed by using the complement. So |
|
|
|
311 |
|
00:25:28,420 |
|
here again, the hypothesis to be tested is, Mean |
|
|
|
312 |
|
00:25:34,070 |
|
plan and class standing are independent, that |
|
|
|
313 |
|
00:25:36,550 |
|
means there is no relationship between them. |
|
|
|
314 |
|
00:25:39,150 |
|
Against alternative hypothesis, mean plan and |
|
|
|
315 |
|
00:25:41,650 |
|
class standing are dependent, that means there |
|
|
|
316 |
|
00:25:44,630 |
|
exists significant relationship between them. Now |
|
|
|
317 |
|
00:25:49,950 |
|
let's see how can we compute the expected cell, |
|
|
|
318 |
|
00:25:55,990 |
|
the expected frequency for each cell. For example, |
|
|
|
319 |
|
00:26:02,250 |
|
The first observed frequency is 24. Now the |
|
|
|
320 |
|
00:26:07,790 |
|
expected should be 70 times 70 divided by 200. So |
|
|
|
321 |
|
00:26:15,990 |
|
for cell 11, the first cell. If expected, we can |
|
|
|
322 |
|
00:26:25,050 |
|
use this notation, 11. Means first row. First |
|
|
|
323 |
|
00:26:32,450 |
|
column. That should be 70. It is 70. Multiplied by |
|
|
|
324 |
|
00:26:40,110 |
|
column totals. Again, in this case, 70. Multiplied |
|
|
|
325 |
|
00:26:43,990 |
|
by 200. That will give 24.5. |
|
|
|
326 |
|
00:26:50,150 |
|
Similarly, for the second cell, for 32. |
|
|
|
327 |
|
00:26:56,350 |
|
70 times 88 divided by 200. |
|
|
|
328 |
|
00:27:02,820 |
|
So for F22, again it's 70 times 88 divided by 200, |
|
|
|
329 |
|
00:27:12,800 |
|
that will get 30.8. So 70 times 88, that will give |
|
|
|
330 |
|
00:27:22,060 |
|
30.8. F21, rule two first, one third. rho 1 second |
|
|
|
331 |
|
00:27:32,780 |
|
one the third one now either you can use the same |
|
|
|
332 |
|
00:27:37,600 |
|
equation which is 70 times 42 so you can use 70 |
|
|
|
333 |
|
00:27:44,320 |
|
times 42 divided by 200 that will give 14.7 or |
|
|
|
334 |
|
00:27:54,360 |
|
it's just the complement which is 70 minus |
|
|
|
335 |
|
00:28:03,390 |
|
24.5 plus 30.8. So either use 70 multiplied by 40 |
|
|
|
336 |
|
00:28:14,510 |
|
divided by 200 or just the complement, 70 minus. |
|
|
|
337 |
|
00:28:20,800 |
|
24.5 plus 30.8 will give the same value. So I just |
|
|
|
338 |
|
00:28:28,400 |
|
compute the expected cell for 1 and 2, and the |
|
|
|
339 |
|
00:28:32,740 |
|
third one is just the complement. Similarly, for |
|
|
|
340 |
|
00:28:36,120 |
|
the second row, I mean cell 21, then 22, and 23. |
|
|
|
341 |
|
00:28:43,680 |
|
By using the same method, he will get these two |
|
|
|
342 |
|
00:28:47,940 |
|
values, and the other one is the complement, which |
|
|
|
343 |
|
00:28:51,880 |
|
is 60 minus these, the sum of these two values, |
|
|
|
344 |
|
00:28:55,300 |
|
will give 12. |
|
|
|
345 |
|
00:28:58,720 |
|
Similarly, for the third cell, I'm sorry, the |
|
|
|
346 |
|
00:29:01,920 |
|
third row, for this value, For 10, it's 30 times |
|
|
|
347 |
|
00:29:07,460 |
|
70 divided by 200 will give this result. And the |
|
|
|
348 |
|
00:29:12,660 |
|
other one is just 30 multiplied by 88 divided by |
|
|
|
349 |
|
00:29:16,060 |
|
200. The other one is just the complement, 30 |
|
|
|
350 |
|
00:29:20,200 |
|
minus the sum of these. Now, for the last column, |
|
|
|
351 |
|
00:29:26,660 |
|
either 70 multiplied by 70 divided by 200, or 70 |
|
|
|
352 |
|
00:29:35,220 |
|
this 70 minus the sum of these. 70 this one equals |
|
|
|
353 |
|
00:29:41,780 |
|
70 minus the sum of 24 plus 21 plus 10. That will |
|
|
|
354 |
|
00:29:51,740 |
|
give 14. Now for the other expected cell, 88. |
|
|
|
355 |
|
00:30:02,370 |
|
minus the sum of these three expected frequencies. |
|
|
|
356 |
|
00:30:07,290 |
|
Now for the last one, last one is either by 42 |
|
|
|
357 |
|
00:30:12,810 |
|
minus the sum of these three, or 40 minus the sum |
|
|
|
358 |
|
00:30:17,770 |
|
of 14 plus 6, 17.6. |
|
|
|
359 |
|
00:30:22,810 |
|
Or 40 multiplied by 42 divided by 400. So let's |
|
|
|
360 |
|
00:30:27,940 |
|
say we use that formula six times. For this |
|
|
|
361 |
|
00:30:35,180 |
|
reason, degrees of freedom is six. The other six |
|
|
|
362 |
|
00:30:39,100 |
|
are computed by the complement as we mentioned. So |
|
|
|
363 |
|
00:30:46,480 |
|
these are the expected frequencies. It takes time |
|
|
|
364 |
|
00:30:50,240 |
|
to compute these. But if you have only two by two |
|
|
|
365 |
|
00:30:56,010 |
|
table, it's easier. Now based on that, we can |
|
|
|
366 |
|
00:31:01,170 |
|
compute chi-square statistic value by using this |
|
|
|
367 |
|
00:31:07,430 |
|
equation for each cell. I mean, the first one, if |
|
|
|
368 |
|
00:31:12,390 |
|
you go back a little bit to the previous table, |
|
|
|
369 |
|
00:31:15,150 |
|
here, in order to compute chi-square, |
|
|
|
370 |
|
00:31:22,640 |
|
value, we have to use this equation, pi squared, |
|
|
|
371 |
|
00:31:28,860 |
|
sum F observed minus F expected squared, divided |
|
|
|
372 |
|
00:31:36,080 |
|
by F expected for all C's. So the first one is 24 |
|
|
|
373 |
|
00:31:41,980 |
|
minus squared, |
|
|
|
374 |
|
00:31:46,560 |
|
24 plus. The second cell is 32 squared |
|
|
|
375 |
|
00:31:55,350 |
|
plus |
|
|
|
376 |
|
00:31:58,990 |
|
all the way up to the last cell, which is 10. |
|
|
|
377 |
|
00:32:11,090 |
|
So it takes time. But again, for two by two, it's |
|
|
|
378 |
|
00:32:14,430 |
|
straightforward. Anyway, now if you compare the |
|
|
|
379 |
|
00:32:18,890 |
|
expected and observed cells, you can have an idea |
|
|
|
380 |
|
00:32:23,650 |
|
either to reject or fail to reject without |
|
|
|
381 |
|
00:32:25,650 |
|
computing the value itself. Now, 24, 24.5. The |
|
|
|
382 |
|
00:32:31,470 |
|
difference is small. |
|
|
|
383 |
|
00:32:35,730 |
|
for about 7 and so on. So the difference between |
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384 |
|
00:32:39,070 |
|
observed and expected looks small. In this case, |
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|
385 |
|
00:32:44,590 |
|
chi-square value is close to zero. So it's 709. |
|
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|
386 |
|
00:32:51,190 |
|
Now, without looking at the table we have, we have |
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387 |
|
00:32:55,370 |
|
to don't reject. So we don't reject Because as we |
|
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|
388 |
|
00:33:02,710 |
|
mentioned, the minimum k squared value is 1132. |
|
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|
389 |
|
00:33:06,350 |
|
That's for one degrees of freedom and the alpha is |
|
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|
390 |
|
00:33:09,670 |
|
25%. So |
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|
391 |
|
00:33:14,390 |
|
I expect my decision is don't reject the null |
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|
392 |
|
00:33:19,250 |
|
hypothesis. Now by looking at k squared 5% and |
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|
393 |
|
00:33:24,530 |
|
degrees of freedom 6 by using k squared theorem. |
|
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|
394 |
|
00:33:30,200 |
|
Now degrees of freedom 6. Now the minimum value of |
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|
395 |
|
00:33:36,260 |
|
Chi-square is 7.84. I mean critical value. But |
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|
396 |
|
00:33:40,520 |
|
under 5% is 12.59. So this value is 12.59. So |
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|
397 |
|
00:33:48,290 |
|
critical value is 12.59. So my rejection region is |
|
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|
398 |
|
00:33:54,470 |
|
above this value. Now, my chi-square value falls |
|
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|
399 |
|
00:33:59,890 |
|
in the non-rejection regions. It's very small |
|
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|
400 |
|
00:34:06,250 |
|
value. So chi-square statistic is 0.709. |
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|
401 |
|
00:34:14,230 |
|
It's much smaller. Not even smaller than π²α, it's |
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|
402 |
|
00:34:20,620 |
|
much smaller than this value, so it means we don't |
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|
403 |
|
00:34:23,580 |
|
have sufficient evidence to support the |
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|
404 |
|
00:34:26,440 |
|
alternative hypothesis. So my decision is, don't |
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|
405 |
|
00:34:32,010 |
|
reject the null hypothesis. So conclusion, there |
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|
406 |
|
00:34:36,350 |
|
is not sufficient evidence that Mealy Plan, which |
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407 |
|
00:34:41,150 |
|
was classified into three groups, 20 per week or |
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|
408 |
|
00:34:45,310 |
|
10 per week or none, and class standing. which is |
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|
409 |
|
00:34:50,310 |
|
classified into four groups, freshman, sophomore, |
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|
410 |
|
00:34:55,010 |
|
junior, and senior are related. So you don't have |
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|
411 |
|
00:34:58,030 |
|
sufficient evidence that they are related. It |
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|
412 |
|
00:35:00,690 |
|
means they are independent. So the two variables |
|
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|
413 |
|
00:35:05,630 |
|
in this case are independent. |
|
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|
414 |
|
00:35:18,420 |
|
It means there is no relationship between number |
|
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|
415 |
|
00:35:21,520 |
|
of meals and class standing. It means the |
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|
416 |
|
00:35:25,000 |
|
proportions are equal. So this means pi 1 equals |
|
|
|
417 |
|
00:35:30,320 |
|
pi 2 equals pi 3. So the three proportions are |
|
|
|
418 |
|
00:35:34,560 |
|
equal. Pi 1 for 20 meals per week is the same as |
|
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|
419 |
|
00:35:40,100 |
|
10 or none according to class standing. Any |
|
|
|
420 |
|
00:35:46,960 |
|
question? I think it's straightforward test, maybe |
|
|
|
421 |
|
00:35:52,600 |
|
even easier than using a T statistic. And that's |
|
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|
422 |
|
00:35:59,140 |
|
all for this chapter. Any questions? I will do |
|
|
|
423 |
|
00:36:05,840 |
|
some practice problems for chapter 11. These |
|
|
|
424 |
|
00:36:12,360 |
|
problems will be posted in the course website this |
|
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|
425 |
|
00:36:16,160 |
|
week, sometime this week, maybe tomorrow or after |
|
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|
426 |
|
00:36:19,220 |
|
tomorrow. So Monday or Tuesday I'm going to post |
|
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|
427 |
|
00:36:22,840 |
|
the practice problems and solutions for chapter |
|
|
|
428 |
|
00:36:27,280 |
|
11. So let's do some of these problems. |
|
|
|
429 |
|
00:36:40,160 |
|
Let's do some of multiple choice problems. |
|
|
|
430 |
|
00:36:55,000 |
|
When testing for independence in contingency table |
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|
|
431 |
|
00:36:59,420 |
|
with three rows and |
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|
432 |
|
00:37:03,840 |
|
four columns. So there are three rows, four |
|
|
|
433 |
|
00:37:10,250 |
|
columns. There are degrees of freedom. So degrees |
|
|
|
434 |
|
00:37:18,150 |
|
of freedom. R minus one multiplied by C minus one. |
|
|
|
435 |
|
00:37:24,090 |
|
Two times three is six. So there are six degrees |
|
|
|
436 |
|
00:37:28,630 |
|
of freedom. Second question. |
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|
437 |
|
00:37:36,710 |
|
If we wish to determine whether there is evidence |
|
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|
438 |
|
00:37:43,150 |
|
that the proportion of items of interest is the |
|
|
|
439 |
|
00:37:46,890 |
|
same in group 1 as in group 2, the appropriate |
|
|
|
440 |
|
00:37:51,510 |
|
test to use is. So here we are testing Pi 1 equals |
|
|
|
441 |
|
00:37:57,700 |
|
Pi 2, so there are two populations. |
|
|
|
442 |
|
00:38:02,480 |
|
The answer is A. Z statistic, Z test, Chi squared, |
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|
|
443 |
|
00:38:09,740 |
|
both A and B, neither A, neither of A nor B. |
|
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|
444 |
|
00:38:16,320 |
|
Exactly, the answer is C because we can use either |
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|
|
445 |
|
00:38:19,540 |
|
Z statistic or Chi squared. So Z or Chi. can be |
|
|
|
446 |
|
00:38:25,080 |
|
used for testing difference between two population |
|
|
|
447 |
|
00:38:28,920 |
|
proportions. And again, chi-square can be extended |
|
|
|
448 |
|
00:38:34,360 |
|
to use for more than two. So in this case, the |
|
|
|
449 |
|
00:38:40,140 |
|
correct answer is C, because we can use either Z |
|
|
|
450 |
|
00:38:43,220 |
|
or chi-square test. Next, in testing, hypothesis |
|
|
|
451 |
|
00:38:52,090 |
|
using chi-square test. The theoretical frequencies |
|
|
|
452 |
|
00:38:58,350 |
|
are based on null hypothesis, alternative, normal |
|
|
|
453 |
|
00:39:03,190 |
|
distribution, none of the above. Always when we |
|
|
|
454 |
|
00:39:06,490 |
|
are using chi-square test, we assume the null is |
|
|
|
455 |
|
00:39:10,450 |
|
true. So the theoretical frequencies are based on |
|
|
|
456 |
|
00:39:14,630 |
|
the null hypothesis. So always any statistic can |
|
|
|
457 |
|
00:39:20,060 |
|
be computed if we assume x0 is correct. So the |
|
|
|
458 |
|
00:39:25,300 |
|
correct answer is A. |
|
|
|
459 |
|
00:39:34,060 |
|
Let's look at table 11-2. |
|
|
|
460 |
|
00:39:44,280 |
|
Many companies use well-known celebrities as |
|
|
|
461 |
|
00:39:49,000 |
|
spokespersons in their TV advertisements. A study |
|
|
|
462 |
|
00:39:54,420 |
|
was conducted to determine whether brand awareness |
|
|
|
463 |
|
00:39:57,760 |
|
of female TV viewers and the gender of the |
|
|
|
464 |
|
00:40:02,140 |
|
spokesperson are independent. So there are two |
|
|
|
465 |
|
00:40:05,860 |
|
variables, whether a brand awareness of female TV |
|
|
|
466 |
|
00:40:09,820 |
|
and gender of the spokesperson are independent. |
|
|
|
467 |
|
00:40:14,820 |
|
Each and a sample of 300 female TV viewers was |
|
|
|
468 |
|
00:40:19,540 |
|
asked to identify a product advertised by a |
|
|
|
469 |
|
00:40:24,000 |
|
celebrity spokesperson, the gender of the |
|
|
|
470 |
|
00:40:27,000 |
|
spokesperson, and whether or not the viewer could |
|
|
|
471 |
|
00:40:32,280 |
|
identify the product was recorded. The number in |
|
|
|
472 |
|
00:40:36,460 |
|
each category are given below. Now, the questions |
|
|
|
473 |
|
00:40:40,080 |
|
are, number one, he asked about the calculated |
|
|
|
474 |
|
00:40:45,520 |
|
this statistic is. We have to find Chi-square |
|
|
|
475 |
|
00:40:49,120 |
|
statistic. It's two by two tables, easy one. So, |
|
|
|
476 |
|
00:40:54,460 |
|
for example, to find the F expected is, |
|
|
|
477 |
|
00:41:00,420 |
|
rho total is one over two. And one line here. And |
|
|
|
478 |
|
00:41:13,130 |
|
this 150. |
|
|
|
479 |
|
00:41:16,430 |
|
And also 150. So the expected frequency for the |
|
|
|
480 |
|
00:41:22,510 |
|
first one is 102 times 150 divided by 300. |
|
|
|
481 |
|
00:41:35,680 |
|
So the answer is 51. |
|
|
|
482 |
|
00:41:42,880 |
|
So the first expected is 51. The other one is just |
|
|
|
483 |
|
00:41:51,560 |
|
102 minus 51 is also 51. |
|
|
|
484 |
|
00:41:57,320 |
|
Now here is 99. |
|
|
|
485 |
|
00:42:09,080 |
|
So the second |
|
|
|
486 |
|
00:42:15,180 |
|
one are the expected frequencies. So my chi-square |
|
|
|
487 |
|
00:42:18,800 |
|
statistic is |
|
|
|
488 |
|
00:42:22,400 |
|
41 minus 51 squared divided by 51 plus 61 minus 51 |
|
|
|
489 |
|
00:42:32,260 |
|
squared. 561 plus 109 minus 99 squared 99 plus 89 |
|
|
|
490 |
|
00:42:44,160 |
|
minus 99 squared. |
|
|
|
491 |
|
00:42:49,080 |
|
That will give 5 point. |
|
|
|
492 |
|
00:42:57,260 |
|
So the answer is 5.9418. |
|
|
|
493 |
|
00:43:03,410 |
|
So simple calculation will give this result. Now, |
|
|
|
494 |
|
00:43:06,450 |
|
next one, referring to the same information we |
|
|
|
495 |
|
00:43:10,370 |
|
have at 5% level of significance, the critical |
|
|
|
496 |
|
00:43:15,890 |
|
value of that statistic. In this case, we are |
|
|
|
497 |
|
00:43:18,510 |
|
talking about 2 by 2 table, and alpha is 5. So |
|
|
|
498 |
|
00:43:22,690 |
|
your critical value is 3 point. So chi squared |
|
|
|
499 |
|
00:43:28,130 |
|
alpha, 5% and 1 degrees of freedom. |
|
|
|
500 |
|
00:43:35,000 |
|
This is the smallest value when alpha is 5%, so 3 |
|
|
|
501 |
|
00:43:39,220 |
|
.8415. |
|
|
|
502 |
|
00:43:46,160 |
|
Again, degrees of freedom of this statistic are 1, |
|
|
|
503 |
|
00:43:52,500 |
|
2 by 2 is 1. |
|
|
|
504 |
|
00:43:56,380 |
|
Now at 5% level of significance, the conclusion is |
|
|
|
505 |
|
00:44:01,620 |
|
that |
|
|
|
506 |
|
00:44:06,840 |
|
In this case, we reject H0. And H0 says the two |
|
|
|
507 |
|
00:44:16,380 |
|
variables are independent. X and Y are |
|
|
|
508 |
|
00:44:20,800 |
|
independent. We reject that they are independent. |
|
|
|
509 |
|
00:44:27,380 |
|
That means they are dependent or related. So, A, |
|
|
|
510 |
|
00:44:33,520 |
|
brand awareness of female TV viewers and the |
|
|
|
511 |
|
00:44:36,680 |
|
gender of the spokesperson are independent. No, |
|
|
|
512 |
|
00:44:41,580 |
|
because we reject the null hypothesis. B, brand |
|
|
|
513 |
|
00:44:45,200 |
|
awareness of female TV viewers and the gender of |
|
|
|
514 |
|
00:44:48,340 |
|
spokesperson are not independent. Since we reject, |
|
|
|
515 |
|
00:44:53,380 |
|
then they are not. Because it's a complement. So, |
|
|
|
516 |
|
00:44:58,430 |
|
B is the correct answer. Now, C. A brand awareness |
|
|
|
517 |
|
00:45:02,810 |
|
of female TV viewers and the gender of the |
|
|
|
518 |
|
00:45:05,450 |
|
spokesperson are related. The same meaning. They |
|
|
|
519 |
|
00:45:10,550 |
|
are either, you say, not independent, related or |
|
|
|
520 |
|
00:45:15,470 |
|
dependent. |
|
|
|
521 |
|
00:45:19,490 |
|
Either is the same, so C is correct. D both B and |
|
|
|
522 |
|
00:45:24,930 |
|
C, so D is the correct answer. So again, if we |
|
|
|
523 |
|
00:45:28,970 |
|
reject the null hypothesis, it means the two |
|
|
|
524 |
|
00:45:31,650 |
|
variables either not independent or related or |
|
|
|
525 |
|
00:45:36,990 |
|
dependent. |
|
|
|
526 |
|
00:45:40,550 |
|
Any question? I will stop at this point. Next |
|
|
|
527 |
|
00:45:46,630 |
|
time, inshallah, we'll start. |
|
|
|
|