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I am trying to get my head round the chi square test, when used with the Caesar cipher. I started off using this formula,

$$ X = \sum_{i = 1}^k \frac{f_i · f'_i}{n · n'} $$

Where $k$ is the number of distinct letters in the alphabet, $f$ is the number of times the $i$-th letter appears in the first string and $f'$ is the number of times the $i$-th letter appears in the second string. And $n$ and $n'$ are the total number of characters in the first and second strings.

However when I run this, the highest value is not always the correct result. I was expecting values to be around 0.0650, however my correct answer is coming out around 0.0700. Is this the right way of calculating the Chi value?

The formula on Wikipedia is a completely different formula, and the values should be near to 0 for the correct answer? Which has confused me.

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Welcome on Cryptography Stack Exchange. I edited your question to include formulas, and also added a Wikipedia link. I'm not sure it was the right one - please check and feel free to edit again. –  Paŭlo Ebermann Nov 22 '11 at 0:03
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Is the objective to assert if the distribution of the $f_i/n$ is sufficiently similar with the distribution of the $f'_i/n'$ to support that a Caesar cipher with the same permutation table is used in both case? –  fgrieu Nov 22 '11 at 12:04
    
One this is for sure: the given formula result in a number $X$ that depends too markedly on the distribution of $f_i/n$ to be appropriate for a traditional Chi-squared test. –  fgrieu Nov 22 '11 at 12:11
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up vote 5 down vote accepted

I'll assume that the objective is to assert if the distribution of the $f'_i/n'$ is sufficiently similar with the distribution of the $f_i/n$ to support that a substitution cipher (including Caesar cipher) with the same permutation table and same frequency of plaintext characters could be used in both case.

If $n \gg n'$, $f_i \gg 5$ and $f'_i \ge 5$ for each $i$, we can use the first sample as reference; the expected $f'_i$ is $n'·f_i/n$, and the usual Chi-squared test is now to compute (update: formula and condition fixed)

$$X = \sum_{i = 1}^k \frac{(f'_i-n'·f_i/n)^2}{n'·f_i/n} = \sum_{i = 1}^k \frac{(n·f'_i-n'·f_i)^2}{n·n'·f_i}$$

which should be distributed as a Chi-squared variable with $k-1$ degree of liberty under the null hypothesis. We can reject the null hypothesis (substitution cipher with same permutation table and frequency of plaintext characters, assumed independent) if $X$ is bigger than found in a table for Chi-squared confidence test. E.g. for $k$ = 27 and $X$ > 38.9, we reject the null hypothesis with confidence level 95%. CAUTION: we have disregarded the fact that letters in the plaintext are not independent, and this will tend to make $X$ bigger than predicted by the null hypothesis.

If some $f'_i$ (or $f_i$) are too small, an option is to aggregate the smaller ones into a single value (and reduce $k$ accordingly).

If fail to find a reference on what to do when $n$ and $n'$ are of the same order of magnitude.

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I was running a CHI test for each shift in the Ceaser cipher against a sample of the English language. Then i was looking for a peak which would suggest which shift was most likely used. –  Lunar Nov 23 '11 at 10:06
    
@Lunar: the formula that I give should work, with $f_i/n$ replaced by the frequency of letters in English. The lowest $X$ will most likely be for the right shift, if the cipher is a Caesar cipher, and the plaintext in English (and long enough). In addition, the value of $X$ gives an indication on if the guess on the cipher is correct (of course the deciphered plaintext gives a much better indication). –  fgrieu Nov 23 '11 at 11:26
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