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

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  • P. M. Kroonenberg
  • Albert Verbeek

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.

Suggested Citation

  • P. M. Kroonenberg & Albert Verbeek, 2018. "The Tale of Cochran's Rule: My Contingency Table has so Many Expected Values Smaller than 5, What Am I to Do?," The American Statistician, Taylor & Francis Journals, vol. 72(2), pages 175-183, April.
    • Handle: RePEc:taf:amstat:v:72:y:2018:i:2:p:175-183
    DOI: 10.1080/00031305.2017.1286260
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    References listed on IDEAS

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    1. Verbeek, Albert & Kroonenberg, Pieter M., 1985. "A survey of algorithms for exact distributions of test statistics in r x c contingency tables with fixed margins," Computational Statistics & Data Analysis, Elsevier, vol. 3(1), pages 159-185, May.
    2. Shalabh, 2006. "Exact Analysis of Discrete Data by K. F. Hirji," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 169(4), pages 1009-1009, October.
    3. West, Luke J. & Hankin, Robin K. S., 2008. "Exact Tests for Two-Way Contingency Tables with Structural Zeros," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 28(i11).
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    Cited by:

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