A Simple Algorithm for Exact Multinomial Tests
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Publication:135033
DOI10.1080/10618600.2022.2102026arXiv2008.12682MaRDI QIDQ135033FDOQ135033
Authors: Johannes Resin 
Publication date: 28 August 2020
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/2008.12682
goodness-of-fit testacceptance regionslog-likelihood ratioPearson's chi-squareprobability mass statisticR software
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