The components of chi-squared statistics for goodness-of-fit tests (Q1114268)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4084765
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The components of chi-squared statistics for goodness-of-fit tests |
scientific article; zbMATH DE number 4084765 |
Statements
The components of chi-squared statistics for goodness-of-fit tests (English)
0 references
1987
0 references
[For the entire collection see Zbl 0626.00025.] One obtains a formula for the transformation of a vector with a given covariance matrix. The sum of the squares of the components of the transformed vector is equal to a chi-square type quadratic form, constructed with the aid of the initial vector. Taking into account this property, one finds the components of the Pearson statistic, Pearson- Fisher statistic, etc.
0 references
multinomial distribution
0 references
transformation
0 references
covariance matrix
0 references
chi-square type quadratic form
0 references
Pearson statistic
0 references
Pearson-Fisher statistic
0 references
0.8011782169342041
0 references
0.7782023549079895
0 references
0.7708243131637573
0 references
0.7699609398841858
0 references
