query: Why is the df for the χ² test of independence (r − 1)(c − 1)?
positive_passages.docid: 1460
positive_passages.text: How to understand degrees of freedom?
negative_passages.docid: 57055
negative_passages.text: Are $|X|$ and $\operatorname{sgn}(X)$ independent?
negative_passages.docid: 69458
negative_passages.text: Interpretation of Standard Deviation independent of the distribution?
negative_passages.docid: 63594
negative_passages.text: Simplified Monte Carlo procedure in Chi square test
negative_passages.docid: 48270
negative_passages.text: How to prove that the random variables $X$ and $X^2$ are not independent?
negative_passages.docid: 95928
negative_passages.text: Independence and orthogonality
negative_passages.docid: 148932
negative_passages.text: Question about correlations and independence
negative_passages.docid: 4443
negative_passages.text: Why is the determinant zero iff the column vectors are linearly dependent?
negative_passages.docid: 7970
negative_passages.text: Why does the product of the bivariate regression coefficients of the $y$-on-$x$ line and $x$-on-$y$ line equal the square of the correlation?
negative_passages.docid: 67861
negative_passages.text: What is the moment generating function of the generalized (multivariate) chi-square distribution?
negative_passages.docid: 125189
negative_passages.text: When conducting a t-test why would one prefer to assume (or test for) equal variances rather than always use a Welch approximation of the df?
negative_passages.docid: 9665
negative_passages.text: Proof of the independence of the sample mean and sample variance
negative_passages.docid: 54731
negative_passages.text: Derivation of chi-squared pdf with one degree of freedom from normal distribution pdf
negative_passages.docid: 67129
negative_passages.text: non-central chi-square probability and non-centrality parameter
negative_passages.docid: 107888
negative_passages.text: Why zero correlation does not necessarily imply independence
negative_passages.docid: 113612
negative_passages.text: Why does $P(\theta_1\mid D, \theta_2) \propto P(D \mid \theta_1, \theta_2)P(\theta_1)$ hold?
negative_passages.docid: 125362
negative_passages.text: How is adjusted coefficient of determination ($R^2$) linked to the F-values of a test against zero when adding a new variable?