Chi-Squared Goodness-of-Fit Tests: Cell Selection and Power
作者:
Kenneth J. Koehler,
F. F. Gan,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1990)
卷期:
Volume 19,
issue 4
页码: 1265-1278
ISSN:0361-0918
年代: 1990
DOI:10.1080/03610919008812915
出版商: Marcel Dekker, Inc.
关键词: Pearson chi-squared statistic;log-likelihood ratio chi—squared statistic;small sample power;EDF tests;Shapiro—Wilk test;rectangle test
数据来源: Taylor
摘要:
To use the Pearson chi-squared statistic to test the fit of a continuous distribution, it is necessary to partition the support of the distribution into k cells. A common practice is to partition the support into cells with equal probabilities. In that case, the power of the chi-squared test may vary substantially with the value of k. The effects of different values of k are investigated with a Monte Carlo power study of goodness-of-fit tests for distributions where location and scale parameters are estimated from the observed data. Allowing for the best choices of k, the Pearson and log-likelihood ratio chi-squared tests are shown to have similar maximum power for wide ranges of alternatives, but this can be substantially less than the power of other well-known goodness-of-fit tests.
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