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Understanding Our Markov Chain Significance Test: A Reply to Cho and Rubinstein-Salzedo

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  • Maria Chikina
  • Alan Frieze
  • Wesley Pegden

Abstract

The article of Cho and Rubinstein-Salzedo seeks to cast doubt on our previous paper, which described a rigorous statistical test which can be applied to reversible Markov chains. In particular, Cho and Rubinstein-Salzedo seem to suggest that the test we describe might not be a reliable indicator of gerrymandering, when the test is applied to certain redistricting Markov chains. However, the examples constructed by Cho and Rubinstein-Salzedo in fact demonstrate a different point: that our test is not the same as another class of gerrymandering tests, which Cho and Rubinstein-Salzedo prefer. But we agree and emphasized this very distinction in our original paper. In this reply, we reply to the criticisms of Cho and Rubinstein-Salzedo, and discuss, more generally, the advantages of the various tests available in the context of detecting gerrymandering of political districtings.

Suggested Citation

  • Maria Chikina & Alan Frieze & Wesley Pegden, 2019. "Understanding Our Markov Chain Significance Test: A Reply to Cho and Rubinstein-Salzedo," Statistics and Public Policy, Taylor & Francis Journals, vol. 6(1), pages 50-53, January.
    • Handle: RePEc:taf:usppxx:v:6:y:2019:i:1:p:50-53
    DOI: 10.1080/2330443X.2019.1615396
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