SUPPLEMENTS—GOODNESS OF FIT. 371
relation there shown to hold between the normal curve and the
surface of normal correlation, at once suggests that the same
principle will apply when there are two variables.
It was proved on pp. 319-321 that the contours of a normal
surface are a system of concentric ellipses. Now suppose we
have a normal system of frequency in two variables z and Ys
then the chance that on simple sampling we should obtain the
combination 2’ ' is measured by the corresponding ordinate of
the surface, and the feet of all ordinates of equal height will lie
upon an ellipse which will therefore be the locus of all combina-
tions of z and y equally likely to occur as is z’ y. oF combina-
tion more likely to occur than 2’ will have a talle ordinate,
and as the locus of its foot must also be an ellipse, that ellipse
will be contained within the 2" 3’ ellipse. Conversely, combina-
tions less likely to occur than 2’ 7’ will be represented by
ordinates located upon ellipses wholly surrounding the z' #’
ellipse. Hence, if we dissect the surface into indefinitely thin
elliptical slices and determine the total volumes of the sum of
the slices from az=2' and y=%' down to 2=0 and y=0, this
volume divided by the total volume of the surface will be the
probability of obtaining in sampling a result not worse than
x’ y'; or, if we prefer, we may sum from x=2', y=% to
z=y=ow, and then the fraction is the chance of obtaining as
bad a result as 2" 7, or a worse result.
The reader who has compared the figures on p- 166 and
p- 246, and followed the algebra of pp. 331-332, will have no
difficulty in seeing that, when the number of variables is
3, 4... .m the above principle remains valid although it
ceases to be possible to give a graphic representation. With
three variables the contour ellipse becomes an ellipsoidal surface,
and the four-dimensioned frequency “volume” must be dissected
into tridimensional ellipsoids; with four variables another
dimension is involved, and so on; but throughout the equation
of the contour of equal probability is of the ellipse type (cf. the
generalisation of the theorems of Chapter IX. in Chapter XII).
Let us now suppose that if a certain set of data is derived
from a statistical universe conforming to a particular law, these
data, & in number, should be distributed into n+ 1 groups con-
taining respectively ny, m;,, n, . . . . n, each. Instead of this
we actually find mg, m,, m, . . . .m,, where
myt+m +... a=nytn +... n,=D.
The problem to be solved is whether the observed system of
deviations from the most probable values might have arisen in