Page "Pearson's chi-squared test" Paragraph 0

Pearson's chi-squared test ( χ ) is the best-known of several chi-squared tests ( Yates, likelihood ratio, portmanteau test in time series, etc.

) – statistical procedures whose results are evaluated by reference to the chi-squared distribution.

Its properties were first investigated by Karl Pearson in 1900.

In contexts where it is important to make a distinction between the test statistic and its distribution, names similar to Pearson X-squared test or statistic are used.