Components of the Pearson-Fisher chi-squared statistic

DOI10.1155/S1173912602000172MaRDI QIDQ1428296zbMATH OpenFDO

Authors Glen D. Rayner

Publication date 25 March 2004

Published in Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/128759

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Review text

Summary: The Pearson-Fisher chi-squared test can be used to evaluate the goodness-of-fit of categorized continuous data with known bin endpoints compared to a continuous distribution in the presence of unknown (nuisance) distribution parameters. \textit{J. C. W. Rayner} and \textit{L. G. McAlevey} [Stat. Probab. Lett. 9, No. 5, 423--429 (1990; Zbl 0716.62046)] and \textit{J. C. W. Rayner} and \textit{D. J. Best} [Smooth tests of goodness of fit. (1989; Zbl 0731.62064)] demonstrated that in this case, component tests of the Pearson-Fisher chi-squared test statistic can be obtained by equating it to the Neyman smooth score test for a categorized composite null hypothesis under certain restrictions. However, only Rayner and McAlevey provide even brief details as to how these restrictions can be used to obtain any kind of decomposition. More importantly, the relationship between the range of possible decompositions and the interpretation of the corresponding test statistic components has not previously been investigated. This paper provides the necessary details, as well as an overview of the decomposition options available, and revisits two published examples.

Recommendations

• Partitioning the Pearson-Fisher chi-squared goodness-of-fit statistic
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• A decomposition of Pearson-Fisher and Dzhaparidze-Nikulin statistics and some ideas for a more powerful test construction
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Cited in

(5)

• The components of chi-squared statistics for goodness-of-fit tests
• A decomposition of Pearson-Fisher and Dzhaparidze-Nikulin statistics and some ideas for a more powerful test construction
• Partitioning the Pearson-Fisher chi-squared goodness-of-fit statistic
• An extended GFfit statistic defined on orthogonal components of Pearson's chi-square
• Decompositions of Pearson's chi-squared test

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