A Simple Algorithm for Exact Multinomial Tests

DOI10.1080/10618600.2022.2102026MaRDI QIDQ135033zbMATH OpenFDO

Authors Johannes Resin

Publication date 28 August 2020

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2008.12682

zbMATH Keywords

goodness-of-fit testacceptance regionslog-likelihood ratioPearson's chi-squareprobability mass statisticR software

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: This work proposes a new method for computing acceptance regions of exact multinomial tests. From this an algorithm is derived, which finds exact p-values for tests of simple multinomial hypotheses. Using concepts from discrete convex analysis, the method is proven to be exact for various popular test statistics, including Pearson's chi-square and the log-likelihood ratio. The proposed algorithm improves greatly on the naive approach using full enumeration of the sample space. However, its use is limited to multinomial distributions with a small number of categories, as the runtime grows exponentially in the number of possible outcomes. The method is applied in a simulation study and uses of multinomial tests in forecast evaluation are outlined. Additionally, properties of a test statistic using probability ordering, referred to as the "exact multinomial test" by some authors, are investigated and discussed. The algorithm is implemented in the accompanying R package ExactMultinom.

Cites work

• scientific article; zbMATH DE number 3911472 (Why is no real title available?)
• A comparison of algorithms for exact goodness-of-fit tests for multinomial data
• A comparison of the chi²and likelihood ratio tests for composite alternatives1
• An Alternate Multinomial Assessment of the Accuracy of the χ 2 Test of Goodness of Fit
• An Empirical Investigation of Goodness-of-Fit Statistics for Sparse Multinomials
• Asymptotic Statistics
• Confidence regions for the multinomial parameter with small sample size
• Discrete Convex Analysis
• Inaccuracy of the X 2 Test of Goodness of Fit when Expected Frequenies are Small
• Methods for Exact Goodness-of-Fit Tests
• On choosing a goodness‐of‐fit test for discrete multivariate data
• P-Values: Interpretation and Methodology
• Pearson's X 2 and the Loglikelihood Ratio Statistic G 2 : A Comparative Review
• Special functions. A graduate text
• Testing Statistical Hypotheses
• Testing the goodness of fit of the multinomial distribution based on graphical representation
• Unbiasedness of the chi-square, likelihood ratio, and other goodness of fit tests for the equal cell case

Cited in

(5)

• ExactMultinom
• An exact multinomial test for equivalence
• scientific article; zbMATH DE number 4169873 (Why is no real title available?)
• An algorithm for construction of multiple hypothesis testing
• scientific article; zbMATH DE number 1131722 (Why is no real title available?)

This page was built for publication: A Simple Algorithm for Exact Multinomial Tests

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q135033)