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Appendix 3: Significance of a

Chi-Square Statistic

For 30 or fewer degrees of freedom, an exact series expansion is used; otherwise


the Peizer-Pratt approximation is used.

Notation
The following notation is used in this appendix:

X Value of the chi-square statistic


k Degrees of freedom
Q Significance level (right-tail probability)

Computation
• If X ≤ 0 or k < 1,

Q =1

• If k = 1 ,

Q = 2Q N e Xj
where Q N e X j is the standard normal one-tailed significance probability.
• For k ≤ 30 , an exact series expansion is used (Abramowitz and Stegun, 1965,
eqs. 26.4.4 and 26.4.5)

555
556 Appendix 3

R| 2 F −X I
||2Q d X i + R π expH 2 K
N k odd

Q=S
|| − X
|TexpFH 2 IK × a1 + Rf k even

where

R|a f k −1 2 r −1 2
|| ∑ 1⋅ 3KX a2r − 1f k odd
r =1
R=S
|
||a f
k −2 2 r
|| ∑ 2 ⋅ 4XK2r k even
T r =1

• If k > 30 , the Peizer-Pratt approximation is used (Peizer and Pratt, 1968, eq


2.24a).

• If X ≥ 150 ,

Q=0

otherwise

Q = QN Z bg
where
Appendix 3 557

R|
||FGH −FH 13 + 0.k08 IK IJK d 2k − 2 i if X = k − 1

Z=S
|
||
||FGH d ak − 1f logFH k X− 1IK + X − ak − 1f IJK a f
X − k −1 if X ≠ k − 1

T
where

d = X − k + 2 3 − 0.08 k

• If Z < 0 ,

Q = 1 − QN Z bg

References
Peizer and Pratt (1968)

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