Regarding relation between value of Chi-Square and Z-square

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Sundeep Kumar

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Jul 3, 2023, 8:10:13 AM7/3/23
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Respected members, 

My doubt is - I have read in a que that when degree of freedom is 1, value of Chi-square and Z-Square will be identical..... Can someone through light on this?

with regards,

Sundeep Kumar 
Research Scholar & Air Warrior 
LPU Univ 

Neeraj Kaushik

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Jul 4, 2023, 7:46:16 PM7/4/23
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Dear Sundeep
Plz note that, unlike many statistical tests, Z-value does not have a table containing the degree of freedom.
Z-values represent the area under the standard normal curve.
On the other hand, the Chi-square test follows the Chi-square distribution and its value depends on DOF and LOS both. May refer https://www.statology.org/how-to-read-chi-square-distribution-table/
Now, please explain what exactly your question is.
Best wishes
Neeraj


 

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Sundeep Kumar

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Jul 4, 2023, 9:12:35 PM7/4/23
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Good Morning Dr. Neeraj Sir,

Thanks for reaching out.  As you asked the exact question was :- 

e98a0496-5768-4dd9-8bc2-8d87f34f39c1.png

with regards,

Sundeep Kumar
Research Scholar from LPU & 
Air Warrior of Indian Air Force 



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sandy

Rohtash bhall

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Jul 4, 2023, 9:38:54 PM7/4/23
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Neeraj Kaushik

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Jul 5, 2023, 9:05:36 PM7/5/23
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Dear Sundeep
As Rohtash Bhall replied (in the subject of the email itself rather than the body of the email)
the chi-square distribution is identical to the square of the standard normal distribution. In other words, it is equivalent to the square of a Z-score.
Let me explain this.
When dof=1, we get n=2
Now if we have just the 2 values then z=(x-mean)/sd and Chi-sq = Summation of (O-E)^2 / E
In the formula of the z-test, there is a difference between the x & mean while in Chi-sq, other than the difference, a square is also there.
Now z=1.96 (at 5% alpha) and Chi-sq at 5% dof=1 is 3.84
Now you can see why the z2 (1.96*1.96)=Chi-square value (3.84) at df=1
Best wishes
Neeraj 


Narain

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Jul 7, 2023, 5:51:14 AM7/7/23
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Dear Sundeep,
I am attaching below the extract of the appendix of the book Basic Econometrics by Gujarati & Porter (page 819)
Chi-sq and ND.jpg
As evident from the definition of the Chi-Sq distribution, if degree of freedom is one (k=1 in above) the Chi-Sq distribution is the same as the square of Z (which is Normal distribution). In other words,
Let Z is standardized normal distributed then, Z^2 shall be Chi-Square distributed with d.o.f. equal to one.
Also, the same appendix explains the similar relations between distributions F as well as t-distribution to each other. For example. square of t (with d.o.f.=k) is the same as F (with Num d.o.f.=1 and Den d.o.f.=k).
I hope this clarifies your doubt.
With good wishes ...
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