# chi-square test 的chi字是什麼意思?

chi-square test 的chi字是什麼意思?

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• 6 years ago

圖圖，chi 是第二十二個希臘字母。

http://en.wikipedia.org/wiki/Chi_(letter)

至於你所問的 Pearson's chi-squared test，是源自 chi-squared distribution。

你想問典故，讓我引述維基百科的資料吧：

This distribution was first described by the German statistician Friedrich Robert Helmert in papers of 1875/1876, where he computed the sampling distribution of the sample variance of a normal population. Thus in German this was traditionally known as the Helmertsche ("Helmertian") or "Helmert distribution".The distribution was independently rediscovered by the English mathematician Karl Pearson in the context of goodness of fit, for which he developed his Pearson's chi-squared test, published in (Pearson 1900), with computed table of values published in (Elderton 1902), collected in (Pearson 1914, pp. xxxi–xxxiii, 26–28, Table XII). The name "chi-squared" ultimately derives from Pearson's shorthand for the exponent in a multivariate normal distribution with the Greek letter Chi, writing -½χ² for what would appear in modern notation as -½xTΣ-1x (Σ being the covariance matrix). The idea of a family of "chi-squared distributions", however, is not due to Pearson but arose as a further development due to Fisher in the 1920s.

http://en.wikipedia.org/wiki/Chi-squared_distribut...