# Chi- square

**Topics:**Statistical tests, Variance, Statistical hypothesis testing /

**Pages:**2 (267 words) /

**Published:**Dec 12th, 2013

Some examples of chi-squared tests where the chi-squared distribution is only approximately valid:

Pearson's chi-squared test, also known as the chi-squared goodness-of-fit test or chi-squared test for independence. When the chi-squared test is mentioned without any modifiers or without other precluding context, this test is usually meant (for an exact test used in place of χ², see Fisher's exact test). Yates's correction for continuity, also known as Yates' chi-squared test. Cochran–Mantel–Haenszel chi-squared test. McNemar's test, used in certain 2 × 2 tables with pairing Tukey's test of additivity The portmanteau test in time-series analysis, testing for the presence of autocorrelation Likelihood-ratio tests in general statistical modelling, for testing whether there is evidence of the need to move from a simple model to a more complicated one (where the simple model is nested within the complicated one).

One case where the distribution of the test statistic is an exact chi-squared distribution is the test that the variance of a normally distributed population has a given value based on a sample variance. Such a test is uncommon in practice because values of variances to test against are seldom known