Über die klassenwahl beimx2-anpassungstest
作者:
Ingeborg Beier-Küchler,
Peter Neumann,
期刊:
Mathematische Operationsforschung und Statistik
(Taylor Available online 1970)
卷期:
Volume 1,
issue 1
页码: 55-68
ISSN:0047-6277
年代: 1970
DOI:10.1080/02331887008801005
出版商: Akademie-Verlag
数据来源: Taylor
摘要:
As khown, the much usedx2goodness-of-fit test has the disadvantage that the division into classes thereby extensively follows according to the user's arbitrariness. For an optimal choice of classes Mann and Wald [10] recommended the use of power function of thex2test. However, the restriction to the case of equiprobable classes and the high numbers of classes obtained thereby do not satisfy. By a more careful numerical analysis one can show that a much lower number of classes leads only to unimportant power losses. In this way, a thumb rule results for the practical man: At the level of significance α = 0,05 choice 16 classes, independently of the alternative. Furthermore, the optimal class division is in general not the equiprobable one, it can be found by using of dynamic programming.
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