Without other qualification, 'chi-squared test' often is used as short for Pearson's chi-squared test.A chi-squared test can be used to attempt rejection of the null hypothesis that the data are independent.The chi-squared test is used to determine whether there is a significant difference between the expected frequencies and the observed frequencies in one or more categories.
Other chi-squared tests
- Cochran–Mantel–Haenszel chi-squared test.
- McNemar's test, used in certain 2 × 2 tables with pairing
- Tukey's test of additivity
- The portmanteau test in time-series analysis, testing for the presence of autocorrelation
- Likelihood-ratio tests in general statistical modelling, for testing whether there is evidence of the need to move from a simple model to a more complicated one (where the simple model is nested within the complicated one).
wald test
Test on a single parameter
In the univariate case, the Wald statistic is
which is compared against a chi-squared distribution.
Alternatively, the difference can be compared to a normal distribution. In this case the test statistic is
where 
Test(s) on multiple parameters
The Wald test can be used to test a single hypothesis on multiple parameters, as well as to test jointly multiple hypotheses on single/multiple parameters. Let 
The test statistic is:
![(R\hat{\theta}_n-r)^{'}[R(\hat{V}_n/n)R^{'}]^{-1}(R\hat{\theta}_n-r) \quad \xrightarrow{\mathcal{D}}\quad \Chi^2_Q](https://wikimedia.org/api/rest_v1/media/math/render/svg/c89b67e5c7d75c8f65b05dc94c1c9935d0df0c85)
where 
t test 和方差分析要检验的平均数的差异，变量为连续变量，变量为渐近正态分布，而卡方检验不要求分布。
卡方检验 变量为类别变量，检验的是不同类别的数据是否在另一个变量上一致，如果不一致则这两个变量具有相关性，一致说明没有相关性，类似于交互作用的意思。
当进入回归分析的自变量为哑变量时，该自变量在该回归中，就类似于t检验，其系数值为平均差值，系数的检验采用的是t检验。
自由度为n-1的t分布 的平方等于自由度（1，n-1）F分布。
自由度为m-1的卡方/n-m-1的卡方分布为（m-1，n-m-1）F分布。
实际上t分布就是 自由度 1的卡方/自由度为n-1的卡方分布。
t检验的平方是( x平均-总体平均u)^2/标准误^2。。
标准误^2服从自由度n-1卡方分布。
（x平均-总体平均u）服从自由度（2-1）=1的卡方分布， (n-1)自由度t^2=F自由度（1，n-1）。
n足够大 t分布近似正态分布
2组样本下n不够大t分布为自由度（1，n-1）F分布。
卡方分布就是标准误^2分布。
多样本下分布自由度（m-1，n-1）F分布就是方差分析。
还可以得出一元线性回归的t检验 的平方为F检验，并与F的方差分析等价。
多元线性回归就是多因素方差分析等价。
n足够大是z或者u检验，或，t检验自由度n-1足够大t=u是一样的为正态分布，n不够大就服从t检验，卡方检验是对标准误的平方检验，信息量小于t检验，所以精确性小于t检验，这就是为什么计数资料结果是率0-1之间并且方差大，用t检验或u检验需要样本大，所以用卡方检验只看方差时就可以检验，但是卡方检验的精确性差了，加强精确性可以用logistic回归。
总之u检验，t检验，F检验，卡方检验，一元线性回归，多元性回归在一定条件下互相转化！
及对于大样本u检验，就是有多个自变量的多元线性回归就是多因素协方差分析，只有一个自变量多元线性回归变为一元线性回归，自变量x有3个或以上的值就是多样本单因素的方差分析，只有2个取值，就是2个样本单因素方差分析，就是F（1，n-1）检验，这个分布开平方就是t（n-1）检验，n足够大所以就是u检验！这就是基础统计检验的关系。
F-test
Exact "F-tests" mainly arise when the models have been fitted to the data using least squares.The name was coined by George W. Snedecor, in honour of Sir Ronald A. Fisher. Fisher initially developed the statistic as the variance ratio in the 1920s.
Common examples of F-tests
Common examples of the use of F-tests include the study of the following cases:
- The hypothesis that the means of a given set of normally distributed populations, all having the same standard deviation, are equal. This is perhaps the best-known F-test, and plays an important role in the analysis of variance (ANOVA).
- The hypothesis that a proposed regression model fits the data well. See Lack-of-fit sum of squares.
- The hypothesis that a data set in a regression analysis follows the simpler of two proposed linear models that are nested within each other.
In addition, some statistical procedures, such as Scheffé's method for multiple comparisons adjustment in linear models, also use F-tests.
F-test of the equality of two variances
The F-test is sensitive to non-normality. In the analysis of variance (ANOVA), alternative tests include Levene's test, Bartlett's test, and the Brown–Forsythe test. However, when any of these tests are conducted to test the underlying assumption of homoscedasticity (i.e. homogeneity of variance), as a preliminary step to testing for mean effects, there is an increase in the experiment-wise Type I error rate.
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