Evidence for goodness of fit in Karl Pearson chi-squared statistics

DOI10.1080/02331888.2020.1862115MaRDI QIDQ4987233zbMATH OpenOpenAlexFDO

Authors Robert G. Staudte

Publication date 29 April 2021

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.01134

zbMATH Keywords

over-dispersionKullback-Leibler divergenceeffect sizerandom number generatorequivalence testingvariance stabilizing transformation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Random number generation in numerical analysis (65C10)

Abstract: Chi-squared tests for lack of fit are traditionally employed to find evidence against a hypothesized model, with the model accepted if the Karl Pearson statistic comparing observed and expected numbers of observations falling within cells is not significantly large. However, if one really wants evidence for goodness of fit, it is better to adopt an equivalence testing approach in which small values of the chi-squared statistic are evidence for the desired model. This method requires one to define what is meant by equivalence to the desired model, and guidelines are proposed. Then a simple extension of the classical normalizing transformation for the non-central chi-squared distribution places these values on a simple to interpret calibration scale for evidence. It is shown that the evidence can distinguish between normal and nearby models, as well between the Poisson and over-dispersed models. Applications to evaluation of random number generators and to uniformity of the digits of pi are included. Sample sizes required to obtain a desired expected evidence for goodness of fit are also provided.

Recommendations

• scientific article; zbMATH DE number 1247827
• Testing for positive evidence of equally likely outcomes
• Measures of lack of fit from tests of chi-squared type
• Data driven versions of pearson's chisquare test for uniformity
• Chi-Square Goodness of Fit: A Failure Rate Perspective

Cites work

• scientific article; zbMATH DE number 1001422 (Why is no real title available?)
• scientific article; zbMATH DE number 3133884 (Why is no real title available?)
• scientific article; zbMATH DE number 1907191 (Why is no real title available?)
• scientific article; zbMATH DE number 824929 (Why is no real title available?)
• scientific article; zbMATH DE number 890348 (Why is no real title available?)
• scientific article; zbMATH DE number 3241743 (Why is no real title available?)
• Advantages of variance stabilization
• Better than you think: interval estimators of the difference of binomial proportions
• Combining Statistical Evidence
• Efficiencies of chi-square and likelihood ratio goodness-of-fit tests
• Meta Analysis
• Moving to a World Beyond “p < 0.05”
• On Information and Sufficiency
• The $\chi^2$ Test of Goodness of Fit
• The Tale of Cochran's Rule: My Contingency Table has so Many Expected Values Smaller than 5, What Am I to Do?
• The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit
• The shapes of things to come: probability density quantiles
• The χ 2 -Test of Significance

Cited in

(4)

• Extending chi-squared statistics for key comparisons in metrology
• Equivalence results in chi-square tests
• Testing for positive evidence of equally likely outcomes
• scientific article; zbMATH DE number 5233387 (Why is no real title available?)

Describes a project that uses

Uses Software

• R

This page was built for publication: Evidence for goodness of fit in Karl Pearson chi-squared statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4987233)