Chi-Square Test for σ²¶
Overview¶
The chi-square test for variance tests whether the population variance equals a hypothesized value.
Test Statistic¶
\[
\chi^2 = \frac{(n-1)S^2}{\sigma_0^2} \sim \chi^2_{n-1} \text{ under } H_0
\]
Assumption¶
Requires the population to be Normal. This test is NOT robust to non-normality.