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 4 X9
where Q N 4 X 9 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)

1
2 Appendix 3

%K  −X 
KK2Q 3 X 8 + R π exp 2 
2
N k odd

Q=&
KK − X
K'exp 2  × 01 + R5 k even

where

%K0 5 k −1 2 r −1 2
KK ∑ 1⋅ 3KX 02r − 15 k odd

R=&
K r =1

KK0 5
k −2 2
KK ∑ 2 ⋅ 4XK2r
r
k even
' 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 16
where
 Appendix 3 3

%K
KK − 13 + 0.k08   3 2k − 2 8 if X = k − 1

Z=&
K
KK
KK d 0k − 15 log k X− 1 + X − 0k − 15  0 5
X − k −1 if X ≠ k − 1

'
where

d = X − k + 2 3 − 0.08 k

• If Z < 0 ,

Q = 1 − QN Z 16

References
Peizer, D. B., and Pratt, J. W. 1968. A normal approximation for binomial, F, beta
and other common related tail probabilities. Journal of the American Statistical
Association, 63: 1416–1456.