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A chok is a law. It is related to the word chakak, that means to engrave in stone, which in ancient times was how one promulgated laws. Chok also means boundary, as in Proverbs (8:29), "When He assigned the sea its limits [chuko]."
The rabbis understood chok as referring to a specific type of commandment: one that does not appear to have a rational reason. One of the most well known chukim is the ritual of the red heifer. In Temple times, one who became ritually impure through contact with the dead had to visit the priest, who sprinkled him with water containing the ashes of a red heifer.
The Talmud describes an ideal manner of worship in which one fulfils every commandment, including those with an obvious rationale, simply because God commanded us to do so and not because it is the reasonable thing to do.
Chok, then, is a theological concept, one that demands complete faith in the righteousness of God and the commandments and leaves little room for human insights. As with almost every concept in Judaism, it has its counterpoise: the paradigms of Abraham, Abimelech, Moses and others who question God and seek to understand God's ways. Knowing when each approach is appropriate is a lifelong task.