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Statistics                                                     Richa Nandra, Lovely Professional University



                      Notes                      Unit 25: Chi - Sqaure ( ) Distribution
                                                                                 2



                                       CONTENTS

                                       Objectives
                                       Introduction
                                       25.1 Chi - Square  Distribution
                                           25.1.1 Sampling Distribution of Variance

                                       25.2 Summary
                                       25.3 Keywords
                                       25.4 Self Assessment
                                       25.5 Review Questions

                                       25.6 Further Readings



                                    Objectives

                                    After studying this unit, you will be able to:
                                                            2
                                        Discuss Chi - Square ( ) Distribution
                                        Describe some examples related to Chi - Square

                                    Introduction

                                    When sampling is done with replacement, each unit of the  population has a probability of its
                                                   1
                                    selection equal to   . Further, there are N  possible samples that are equally likely, and therefore,
                                                                     n
                                                   N                      1
                                    the probability of selection of each sample is   n .
                                                                         N
                                    When sampling is done without replacement, the units are either drawn one by one, without
                                    replacement, or all the n units are selected in one attempt. We know that the permutations of N
                                                          N
                                    objects taking n at a time is  P  and this becomes the number of ordered samples. Corresponding
                                                            n
                                                                                                   1
                                                                            N
                                    to this, the number of unordered samples will be  C , each with probability  N   . In this case
                                                                              n                     C n
                                                                                    1
                                    also, the probability of selection of a unit at any draw is   . For example, the probability of
                                                                                    N
                                                                   1
                                    selection of a unit at the first draw =   , the probability of its selection at the second draw is
                                                                   N
                                     N - 1  1     1
                                         ×      =    and so on, the probability of its selection at the rth draw is
                                      N   N - 1  N
                                                  -
                                                        -
                                                                      +
                                                                    -
                                                N 1   N 2         N r 1      1      1
                                                     ×        ×        ×        =
                                                 N    N 1         N r 2   N r 1     N
                                                                    - +
                                                        -
                                                                            - +
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