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Maximally Selected Chi Square Statistics

Rupert Miller and David Siegmund
Biometrics
Vol. 38, No. 4 (Dec., 1982), pp. 1011-1016
DOI: 10.2307/2529881
Stable URL: http://www.jstor.org/stable/2529881
Page Count: 6
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Maximally Selected Chi Square Statistics
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Abstract

Two samples can be compared by selecting a cut point and then forming a 2 X 2 table of the numbers of observations above and below the cut point in each sample. When the cut point is selected so as to maximize the standard chi square statistic, the chi square percentile points are inappropriate. Actual significance levels are computed for large samples, and correct percentile points are tabulated.

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