A chi-square goodness-of-fit test for continuous distributions against a known alternative

DOI10.1007/S00180-020-00997-XzbMATH Open1505.62343arXiv2005.02793OpenAlexW3099756376MaRDI QIDQ2667006FDOQ2667006

Cristian Gutierrez Gongora, Wolfgang Rolke

Publication date: 23 November 2021

Published in: Computational Statistics (Search for Journal in Brave)

Abstract: The chi square goodness-of-fit test is among the oldest known statistical tests, first proposed by Pearson in 1900 for the multinomial distribution. It has been in use in many fields ever since. However, various studies have shown that when applied to data from a continuous distribution it is generally inferior to other methods such as the Kolmogorov-Smirnov or Anderson-Darling tests. However, the performance, that is the power, of the chi square test depends crucially on the way the data is binned. In this paper we describe a method that automatically finds a binning that is very good against a specific alternative. We show that then the chi square test is generally competitive and sometimes even superior to other standard tests.

Full work available at URL: https://arxiv.org/abs/2005.02793

zbMATH Keywords

powerMonte Carlo simulationAnderson-DarlingKolmogorov-SmirnovZhang tests

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10)

Cites Work

• Smooth Tests of Goodness of Fit
• Pearson's X 2 and the Loglikelihood Ratio Statistic G 2 : A Comparative Review
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Choice of the Number of Class Intervals in the Application of the Chi Square Test
• Title not available (Why is that?)
• The Kolmogorov-Smirnov Test for Goodness of Fit
• Powerful Goodness-of-fit Tests Based on the Likelihood Ratio
• Title not available (Why is that?)
• Efficiencies of chi-square and likelihood ratio goodness-of-fit tests
• Title not available (Why is that?)
• Minimum chi-square, not maximum likelihood!
• Chi-squared goodness of fit tests with applications
• Numerical Tabulation of the Distribution of Kolmogorov's Statistic for Finite Sample Size
• The Number of Classes in Chi-Squared Goodness-of-Fit Tests
• On moderate and large deviations in multinomial distributions
• THE CHOICE OF CELLS IN CHI–SQUARE TESTS
• Chi-Squared Goodness-of-Fit Tests: Cell Selection and Power
• How Many Classes in the Pearson Chi-Square Test?
• On the Choice of the Number and Width of Classes for the Chi-Square Test of Goodness of Fit
• Data driven versions of pearson's chisquare test for uniformity
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (4)

• A new set of tools for goodness-of-fit validation
• Bayesian assessment of goodness of fit against nonparametric alternatives
• A non standard \(\chi^2\)-test of fit for testing uniformity with unknown limits
• Discrete Weibull distribution: different estimation methods under ranked set sampling and simple random sampling

This page was built for publication: A chi-square goodness-of-fit test for continuous distributions against a known alternative

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2667006)