The Tale of Cochran's Rule: My Contingency Table has so Many Expected Values Smaller than 5, What Am I to Do?

Abstract

In an informal way, some dilemmas in connection with hypothesis testing in contingency tables are discussed. The body of the article concerns the numerical evaluation of Cochran's Rule about the minimum expected value in r × c contingency tables with fixed margins when testing independence with Pearson's X2 statistic using the χ2 distribution.