Details

Bug

Status: Closed

Major

Resolution: Fixed

1.1

None

None

windows xp
Description
ChiSquareTestImpl is returning incorrect chisquared value. An implicit assumption of public double chiSquare(double[] expected, long[] observed) is that the sum of expected and observed are equal. That is, in the code:
for (int i = 0; i < observed.length; i++)
this calculation is only correct if sum(observed)==sum(expected). When they are not equal then one must rescale the expected value by sum(observed) / sum(expected) so that they are.
Ironically, it is an example in the unit test ChiSquareTestTest that highlights the error:
long[] observed1 =
{ 500, 623, 72, 70, 31 };
double[] expected1 =
;
assertEquals( "chisquare test statistic", 16.4131070362, testStatistic.chiSquare(expected1, observed1), 1E10);
assertEquals("chisquare pvalue", 0.002512096, testStatistic.chiSquareTest(expected1, observed1), 1E9);
16.413 is not correct because the expected values do not make sense, they should be: 521.19403 581.37313 88.11940 65.55224 39.76119 so that the sum of expected equals 1296 which is the sum of observed.
Here is some R code (rproject.org) which proves it:
> o1
[1] 500 623 72 70 31
> e1
[1] 485 541 82 61 37
> chisq.test(o1,p=e1,rescale.p=TRUE)
Chisquared test for given probabilities
data: o1
Xsquared = 9.0233, df = 4, pvalue = 0.06052
> chisq.test(o1,p=e1,rescale.p=TRUE)$observed
[1] 500 623 72 70 31
> chisq.test(o1,p=e1,rescale.p=TRUE)$expected
[1] 521.19403 581.37313 88.11940 65.55224 39.76119