ENGINEERING MATHEMATICS

UNIT 5
CORRELATION & REGRESSION

UNIT 6
LEAST SQUARE ADJUSTMENT

UNIT 7
CHI SQUARE TEST
 UNIT 5
CORRELATION & REGRESSION

5.1 COVARIANCE

Example:
Solution-

5.2 PEARSON’S PRODUCT MOMENT CORRELATION

COEFFICIENT

Example:
Solution-
 The SIGNIFICANCE of (r):
Example:
5.3 LINEAR REGRESSION
5.4 BIVARIATE DISTRIBUTIONS
Example:
For the given lines of regression, 3x – 2y = 5 and x – 4y = 7,
find: (a) regression coefficients byx and bxy
(b) coefficient of correlation r(x, y)
Example:

Example:
Example: (PYRQ)
 UNIT 6
LEAST SQUARE ADJUSTMENT

6.1 GENERAL PRINCIPLES OF LEAST SQUARES

Example: (PYRQ)
 UNIT 7
CHI SQUARE TEST
7.1 CHI SQUARE TEST
The Chi-Square Test for One Variance is a statistical test used to compare the
variance of a sample to a known population variance. It is used to test a hypothesis
about the population variance and is based on the assumption that the sample is
drawn from a normally distributed population.

 Steps in the Chi-Square Test for One Variance:

1. Specify the null and alternative hypotheses. The null hypothesis is usually
that the population variance is equal to a specific value, while the alternative
hypothesis is that the population variance is not equal to that value.
2. Select a sample from the population and calculate the sample variance and
size.
3. Calculate the test statistic, which is the sample variance divided by the
known population variance.
4. Determine the critical value of the test statistic based on the significance
level (alpha) of the test and the degrees of freedom. The degrees of freedom
are calculated as the sample size minus 1.
5. Compare the calculated test statistic to the critical value to determine
whether to reject or fail to reject the null hypothesis. If the calculated test
statistic exceeds the critical value, the null hypothesis is rejected, and the
alternative hypothesis is accepted.
 Conditions for the Chi-Square Test for One Variance:
To conduct a valid chi-square test for one variance, the following conditions
must be met:
i. The sample must be drawn randomly from the population.
ii. Each observation in the sample must be independent of the others.
iii. The population distribution must approximate a normal distribution.

 Typical Null and Alternate Hypotheses in the Chi-Square Test

for One Variance:
The null hypothesis in a chi-square test for one variance is that the sample
variance equals the known population variance. This can be expressed as:
H0: σ2=σ20
Where σ2 is the sample variance and σ20 is the known population variance.
The alternate hypothesis is the opposite of the null hypothesis and is that the
sample variance is not equal to the known population variance. This can be
expressed as:
Ha: σ2≠σ20
  Calculating Test Statistic:

The chi-square statistic in a chi-square test for one variance is calculated as

the sample variance divided by the known population variance. It is used to
determine whether the difference between the sample and population
variance is statistically significant.

A chi-square test is used to analyze nominal (sometimes known as categorical)

data. It is pronounced kai and is frequently written as a χ2 test. It’s used to
compare the observed frequencies in each sample’s response categories. The null
hypothesis of a chi-square test is that the nominal variables have no relationship,
that they are independent. That means,

 H0: There is no relationship between the nominal variables or variables are

independent.
 H1: H0 is not true.

A chi-squared test (symbolically represented as χ2) is basically a data analysis on

the basis of observations of a random set of variables. Usually, it is a comparison
of two statistical data sets. This test was introduced by Karl Pearson in 1900
for categorical data analysis and distribution. So it was mentioned as Pearson’s
chi-squared test.

The chi-square test is used to estimate how likely the observations that are made
would be, by considering the assumption of the null hypothesis as true.

A hypothesis is a consideration that a given condition or statement might be true,

which we can test afterwards. Chi-squared tests are usually created from a sum of
squared falsities or errors over the sample variance.

 Chi-Square Distribution

When we consider, the null speculation is true, the sampling distribution of the test
statistic is called as chi-squared distribution. The chi-squared test helps to
determine whether there is a notable difference between the normal frequencies
and the observed frequencies in one or more classes or categories. It gives the
probability of independent variables.

Note: Chi-squared test is applicable only for categorical data, such as men and
women falling under the categories of Gender, Age, Height, etc.

 Finding P-Value

P stands for probability here. To calculate the p-value, the chi-square test is used in
statistics. The different values of p indicates the different hypothesis interpretation,
are given below:

 P≤ 0.05; Hypothesis rejected

 P> 0.05; Hypothesis Accepted
Probability is all about chance or risk or uncertainty. It is the possibility of the
outcome of the sample or the occurrence of an event. But when we talk about
statistics, it is more about how we handle various data using different techniques. It
helps to represent complicated data or bulk data in a very easy and understandable
way. It describes the collection, analysis, interpretation, presentation, and
organization of data. The concept of both probability and statistics is related to the
chi-squared test.

 Properties

The following are the important properties of the chi-square test:

 Two times the number of degrees of freedom is equal to the variance.

 The number of degree of freedom is equal to the mean distribution
  The chi-square distribution curve approaches the normal distribution when
the degree of freedom increases.

 Formula

The chi-squared test is done to check if there is any difference between the
observed value and expected value. The formula for chi-square can be written as;

 Chi-Square Test of Independence

The chi-square test of independence also known as the chi-square test of

association which is used to determine the association between the categorical
variables. It is considered as a non-parametric test. It is mostly used to test
statistical independence.

The chi-square test of independence is not appropriate when the categorical

variables represent the pre-test and post-test observations. For this test, the data
must meet the following requirements:

 Two categorical variables

 Relatively large sample size
 Categories of variables (two or more)
 Independence of observations
Question:

A survey on cars had conducted in 2011 and determined that 60% of car owners
have only one car, 28% have two cars, and 12% have three or more. Supposing
that you have decided to conduct your own survey and have collected the data
below, determine whether your data supports the results of the study.

Use a significance level of 0.05. Also, given that, out of 129 car owners, 73 had
one car and 38 had two cars.

Solution:

Let us state the null and alternative hypotheses.

H0: The proportion of car owners with one, two or three cars is 0.60, 0.28 and 0.12
respectively.

H1: The proportion of car owners with one, two or three cars does not match the
proposed model.

A Chi-Square goodness of fit test is appropriate because we are examining the

distribution of a single categorical variable.

Let’s tabulate the given information and calculate the required values.
Therefore, χ2 = ∑(Oi – Ei)2/Ei = 0.7533

Let’s compare it to the chi-square value for the significance level 0.05.

The degrees for freedom = 3 – 1 = 2

Using the table, the critical value for a 0.05 significance level with df = 2 is 5.99.

That means that 95 times out of 100, a survey that agrees with a sample will have a
χ2 value of 5.99 or less.

The Chi-square statistic is only 0.7533, so we will accept the null hypothesis.

 Table

The chi-square distribution table with three probability levels is provided here. The
statistic here is used to examine whether distributions of certain variables vary
from one another. The categorical variable will produce data in the categories and
numerical variables will produce data in numerical form.

The distribution of χ2 with (r-1)(c-1) degrees of freedom(DF), is represented in the

table given below. Here, r represents the number of rows in the two-way table and
c represents the number of columns.
Example (PYRQ):

ANS- 10.38-10.44