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Statistical - CHISQ.TEST Function
Description
The CHISQ.TEST function returns the test for independence. CHISQ.TEST returns the value from the chi-squared (χ2) distribution for the statistic and the appropriate degrees of freedom. You can use χ2 tests to determine whether hypothesized results are verified by an experiment.
Syntax
CHISQ.TEST (actual_range,expected_range)
Arguments
Argument | Description | Required/ Optional |
---|---|---|
Actual_range | The range of data that contains observations to test against expected values. | Required |
Expected_range | The range of data that contains the ratio of the product of row totals and column totals to the grand total. | Required |
Notes
The X2 test first calculates a X2 statistic using the formula −
$$X^2=\sum_{i=1}^{r} \sum_{j=1}^{c} \frac{\left ( A_{ij}-E_{ij} \right )^2}{E_{ij}}$$
Where,
$A_{ij}$ = actual frequency in the i-th row, j-th column
$E_{ij}$ = expected frequency in the i-th row, j-th column
$r$ = number or rows
$c$ = number of columns
If actual_range and expected_range have a different number of data points, CHISQ.TEST returns the #N/A error value.
A low value of X2 is an indicator of independence. As can be seen from the formula, X2 is always positive or 0, and is 0 only if $A_{ij}$ = $E_{ij}$ for every i,j
CHISQ.TEST returns the probability that a value of the χ2 statistic at least as high as the value calculated by the above formula could have happened by chance under the assumption of independence
In computing this probability, CHISQ.TEST uses the X2 distribution with an appropriate number of degrees of freedom, df
If r > 1 and c > 1, then df = (r - 1)(c - 1)
If r = 1 and c > 1, then df = c – 1
If r > 1 and c = 1, then df = r – 1
r = c= 1 is not allowed and #N/A is returned
Use of CHISQ.TEST is most appropriate when $E_{ij's}$ are not too small. Some statisticians suggest that each $E_{ij}$ should be greater than or equal to 5.
If any of the values in the expected_range is negative, CHISQ.TEST returns #NUM! error.
Applicability
Excel 2010, Excel 2013, Excel 2016