EconPapers    
Economics at your fingertips  
 

The Tale of Cochran's Rule: My Contingency Table has so Many Expected Values Smaller than 5, What Am I to Do?

P. M. Kroonenberg and Albert Verbeek

The American Statistician, 2018, vol. 72, issue 2, 175-183

Abstract: In an informal way, some dilemmas in connection with hypothesis testing in contingency tables are discussed. The body of the article concerns the numerical evaluation of Cochran's Rule about the minimum expected value in r × c contingency tables with fixed margins when testing independence with Pearson's X2 statistic using the χ2 distribution.

Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1080/00031305.2017.1286260 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:amstat:v:72:y:2018:i:2:p:175-183

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/UTAS20

DOI: 10.1080/00031305.2017.1286260

Access Statistics for this article

The American Statistician is currently edited by Eric Sampson

More articles in The American Statistician from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:amstat:v:72:y:2018:i:2:p:175-183