Main Page | Report this Page
 
   
Science Forum Index  »  Statistics - Math Forum  »  Two-Sample Chi-Squared test?
Page 1 of 1    
Author Message
Yaroslav Bulatov
Posted: Thu Apr 24, 2008 10:24 pm
Guest
Is there an analogue of two-sample t-test for categorical data? In
other words, I'm given a sample of a multinomial random variable X and
of a multinomial random variable Y and want to test if X and Y are the
same
Bruce Weaver
Posted: Fri Apr 25, 2008 6:22 am
Guest
Yaroslav Bulatov wrote:
Quote:
Is there an analogue of two-sample t-test for categorical data? In
other words, I'm given a sample of a multinomial random variable X and
of a multinomial random variable Y and want to test if X and Y are the
same

Look up chi-square test of association (aka test of independence).
The null hypothesis states that there is no association between
X and Y.

--
Bruce Weaver
bweaver@lakeheadu.ca
www.angelfire.com/wv/bwhomedir
"When all else fails, RTFM."
Yaroslav Bulatov
Posted: Fri Apr 25, 2008 6:32 am
Guest
On Apr 25, 8:26 am, Paul Rubin <ru...@msu.edu> wrote:
Quote:
Yaroslav Bulatov wrote:
Is there an analogue of two-sample t-test for categorical data? In
other words, I'm given a sample of a multinomial random variable X and
of a multinomial random variable Y and want to test if X and Y are the
same

Try the two sample Kolmogorov-Smirnov test:http://en.wikipedia.org/wiki/Kolmogorov-Smirnov.

/Paul

Kolmogorov Smirnoff seems to require an ordering on the sample space
of the random variable, whereas chi-squared test of association needs
paired samples, so neither seems to fit
Jack Tomsky
Posted: Fri Apr 25, 2008 10:24 am
Guest
Quote:
On Apr 25, 8:26 am, Paul Rubin <ru...@msu.edu> wrote:
Yaroslav Bulatov wrote:
Is there an analogue of two-sample t-test for
categorical data? In
other words, I'm given a sample of a multinomial
random variable X and
of a multinomial random variable Y and want to
test if X and Y are the
same

Try the two sample Kolmogorov-Smirnov
test:http://en.wikipedia.org/wiki/Kolmogorov-Smirnov.

/Paul

Kolmogorov Smirnoff seems to require an ordering on
the sample space
of the random variable, whereas chi-squared test of
association needs
paired samples, so neither seems to fit



Incidentally, the chi-square goodness of fit test can be inverted (analogous to the inversion of the Scheffe and Tukey ANOVA tests) to obtain multiple comparisons in the form of simultaneous confidence intervals on linear combinations of the p1i - p2i. You can find the details in Tomsky (1994), “Simultaneous confidence bounds for binary experiments”, 1994 SIAM Conference on Discrete Mathematics.

Jack
Paul Rubin
Posted: Fri Apr 25, 2008 10:26 am
Guest
Yaroslav Bulatov wrote:
Quote:
Is there an analogue of two-sample t-test for categorical data? In
other words, I'm given a sample of a multinomial random variable X and
of a multinomial random variable Y and want to test if X and Y are the
same

Try the two sample Kolmogorov-Smirnov test:
http://en.wikipedia.org/wiki/Kolmogorov-Smirnov.

/Paul
Richard Ulrich
Posted: Fri Apr 25, 2008 10:52 pm
Guest
On Fri, 25 Apr 2008 09:32:12 -0700 (PDT), Yaroslav Bulatov
<yaroslavvb@gmail.com> wrote:

Quote:
On Apr 25, 8:26 am, Paul Rubin <ru...@msu.edu> wrote:
Yaroslav Bulatov wrote:
Is there an analogue of two-sample t-test for categorical data? In
other words, I'm given a sample of a multinomial random variable X and
of a multinomial random variable Y and want to test if X and Y are the
same

Try the two sample Kolmogorov-Smirnov test:http://en.wikipedia.org/wiki/Kolmogorov-Smirnov.

/Paul

Kolmogorov Smirnoff seems to require an ordering on the sample space
of the random variable, whereas chi-squared test of association needs
paired samples, so neither seems to fit

So, what you want is a good test to compare
counts of apples and oranges and watermelons
versus counts of dogs and cats?

What field do you work in?


--
Rich Ulrich

http://www.pitt.edu/~wpilib/index.html
Yaroslav Bulatov
Posted: Wed Apr 30, 2008 11:25 am
Guest
On Apr 25, 8:52 pm, Richard Ulrich <Rich.Ulr...@comcast.net> wrote:
Quote:
On Fri, 25 Apr 2008 09:32:12 -0700 (PDT), Yaroslav Bulatov

yarosla...@gmail.com> wrote:
On Apr 25, 8:26 am, Paul Rubin <ru...@msu.edu> wrote:
Yaroslav Bulatov wrote:
Is there an analogue of two-sample t-test for categorical data? In
other words, I'm given a sample of a multinomial random variable X and
of a multinomial random variable Y and want to test if X and Y are the
same

Try the two sample Kolmogorov-Smirnov test:http://en.wikipedia.org/wiki/Kolmogorov-Smirnov.

/Paul

Kolmogorov Smirnoff seems to require an ordering on the sample space
of the random variable, whereas chi-squared test of association needs
paired samples, so neither seems to fit

So, what you want is a good test to compare
counts of apples and oranges and watermelons
versus counts of dogs and cats?

What field do you work in?

--
Rich Ulrich

http://www.pitt.edu/~wpilib/index.html

I'm comparing apples with apples, however the measurements are not
paired. Basically I'm asking about the distribution of chi-squared
statistic where instead of expected frequencies I substitute estimates
based on finite sample from the population
Richard Ulrich
Posted: Wed Apr 30, 2008 10:10 pm
Guest
On Wed, 30 Apr 2008 14:25:51 -0700 (PDT), Yaroslav Bulatov
<yaroslavvb@gmail.com> wrote:

Quote:
On Apr 25, 8:52 pm, Richard Ulrich <Rich.Ulr...@comcast.net> wrote:
On Fri, 25 Apr 2008 09:32:12 -0700 (PDT), Yaroslav Bulatov

yarosla...@gmail.com> wrote:
On Apr 25, 8:26 am, Paul Rubin <ru...@msu.edu> wrote:
Yaroslav Bulatov wrote:
Is there an analogue of two-sample t-test for categorical data? In
other words, I'm given a sample of a multinomial random variable X and
of a multinomial random variable Y and want to test if X and Y are the
same

Try the two sample Kolmogorov-Smirnov test:http://en.wikipedia.org/wiki/Kolmogorov-Smirnov.

/Paul

Kolmogorov Smirnoff seems to require an ordering on the sample space
of the random variable, whereas chi-squared test of association needs
paired samples, so neither seems to fit

So, what you want is a good test to compare
counts of apples and oranges and watermelons
versus counts of dogs and cats?

What field do you work in?

--
Rich Ulrich

http://www.pitt.edu/~wpilib/index.html

I'm comparing apples with apples, however the measurements are not
paired.

Paired? Counts in contingency tables might be said to have
two coordinates; one of them is often the sample or group
identifier, and the other is the thing being counted. We don't
call that "paired".

Quote:
Basically I'm asking about the distribution of chi-squared
statistic where instead of expected frequencies I substitute estimates
based on finite sample from the population

That sounds straight-forward. An ordinary contingency table.
That doesn't sound like what you said before.

Want to try again? I would help if you were more concrete,
since being abstract has failed.

--
Rich Ulrich

http://www.pitt.edu/~wpilib/index.html
David Winsemius
Posted: Thu May 01, 2008 9:20 am
Guest
Yaroslav Bulatov <yaroslavvb@gmail.com> wrote in
news:4efaff93-f47b-4bfe-b877-b5f16e1607b6@c19g2000prf.googlegroups.com:

Quote:
On Apr 25, 8:26 am, Paul Rubin <ru...@msu.edu> wrote:
Yaroslav Bulatov wrote:
Is there an analogue of two-sample t-test for categorical data?
In other words, I'm given a sample of a multinomial random
variable X and of a multinomial random variable Y and want to
test if X and Y are the same

Try the two sample Kolmogorov-Smirnov
test:http://en.wikipedia.org/wiki/Kolmogorov-Smirnov.

/Paul

Kolmogorov Smirnoff seems to require an ordering on the sample space
of the random variable, whereas chi-squared test of association
needs paired samples, so neither seems to fit

I am trying to figure out why you think the chi-square test of
association needs paired samples. It doesn't.

--
David Winsemius
 
Page 1 of 1       All times are GMT - 5 Hours
The time now is Mon May 12, 2008 12:13 am