Understanding Significance Tests From a Non-Mixing Markov Chain for Partisan Gerrymandering Claims

8Citations
Citations of this article
8Readers
Mendeley users who have this article in their library.

This article is free to access.

Abstract

Recently, Chikina, Frieze, and Pegden proposed a way to assess significance in a Markov chain without requiring that Markov chain to mix. They presented their theorem as a rigorous test for partisan gerrymandering. We clarify that their ε-outlier test is distinct from a traditional global outlier test and does not indicate, as they imply, that a particular electoral map is associated with an extreme level of “partisan unfairness.” In fact, a map could simultaneously be an ε-outlier and have a typical partisan fairness value. That is, their test identifies local outliers but has no power for assessing whether that local outlier is a global outlier. How their specific definition of local outlier is related to a legal gerrymandering claim is unclear given Supreme Court precedent.

Cite

CITATION STYLE

APA

Tam Cho, W. K., & Rubinstein-Salzedo, S. (2019, January 1). Understanding Significance Tests From a Non-Mixing Markov Chain for Partisan Gerrymandering Claims. Statistics and Public Policy. Taylor and Francis Inc. https://doi.org/10.1080/2330443X.2019.1574687

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free