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Tests for Contingency Tables and Markov Chains

S. Kullback, M. Kupperman and H. H. Ku
Technometrics
Vol. 4, No. 4 (Nov., 1962), pp. 573-608
DOI: 10.2307/1266291
Stable URL: http://www.jstor.org/stable/1266291
Page Count: 36
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Tests for Contingency Tables and Markov Chains
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Abstract

A number of useful tests for contingency tables and finite stationary Markov chains are presented in this paper based on the use of the notions of information theory. A consistent and simple approach is used in developing the various test procedures and the results are given in the form of analysis-of-information tables. Beginning with tests of hypotheses for a one-way table, tests of hypotheses of specified probabilities, independence, conditional independence, homogeneity of classifications, and symmetry are developed for contingency tables of two, three, four, and higher order classifications. For the Markov chains, the tests include the hypotheses of a specified matrix of transition probabilities, Markovity, and homogeneity of several realizations of Markov chains. Worked examples are given throughout the paper.

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