Chi-Square Test of Independence
Chi-square test of independence on a contingency table with Cramer's V.
About this tool
Enter a contingency table with rows separated by semicolons and cells by commas. The test reports χ², df, p, Cramér's V and a low-count warning.
How to use
How it works
Expected count in each cell is row total × column total ÷ grand total. A large χ² means the variables are associated. Cramér's V scales the statistic to 0–1 so you can judge effect size separately from significance.
E = (row total × column total) ÷ N χ² = Σ (O − E)² ÷ E V = √(χ² ÷ (N·min(r−1, c−1)))
Worked example
A 2×2 table
- Input
- 30,10;20,40
- Output
- χ²(1) = 16.67, p < .001, V = .41
- Walkthrough
- Row totals 40 and 60, column totals 50 and 50, N = 100. Expected 20, 20, 30, 30. χ² = 2 × (100 ÷ 20) + 2 × (100 ÷ 30) = 16.67; V = √(16.67 ÷ 100) = 0.408.
Limitations
- Counts only, no percentages.
- No Yates correction is applied to 2×2 tables.
- Small expected counts trigger a warning.
Questions
How do I get df?
What is a good Cramér's V?
What if expected counts are below 5?
Features
- Cramér's V
- Low-count warning
- Runs in your browser
Related resources
Guides and videos from around the web—opens on YouTube or the publisher’s site.
P-values and significance tests
Khan Academy
How critical values and p-values connect on Statistics Hub.
Watch on YouTubeHypothesis testing and p-values
StatQuest with Josh Starmer
Intuition for t/z/χ² decision rules.
Watch on YouTube
- Statistics and probability
Khan Academy
Full intro stats path next to hub calculators.
- Data Index
Math is Fun
Plain-language stats primers for table lookups.