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  1. Commons Math
  2. MATH-878

G-Test (Log-Likelihood ratio - LLR test) in math.stat.inference

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    Details

    • Type: New Feature
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 3.1
    • Labels:
    • Environment:

      Netbeans

      Description

      1. Implementation of G-Test (Log-Likelihood ratio LLR test for independence and goodnes-of-fit)

      2. Reference: http://en.wikipedia.org/wiki/G-test

      3. Reasons-Usefulness: G-tests are tests are increasingly being used in situations where chi-squared tests were previously recommended.

      The approximation to the theoretical chi-squared distribution for the G-test is better than for the Pearson chi-squared tests. In cases where Observed >2*Expected for some cell case, the G-test is always better than the chi-squared test.

      For testing goodness-of-fit the G-test is infinitely more efficient than the chi squared test in the sense of Bahadur, but the two tests are equally efficient in the sense of Pitman or in the sense of Hodge and Lehman.

        Attachments

        1. MATH-878_gTest_26102012.patch
          50 kB
          Radoslav Tsvetkov
        2. MATH-878_gTest_15102012.patch
          50 kB
          Radoslav Tsvetkov
        3. MATH-878_gTest_12102012.patch
          37 kB
          Radoslav Tsvetkov
        4. vcs-diff16294.patch
          34 kB
          Radoslav Tsvetkov

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            • Assignee:
              Unassigned
              Reporter:
              rtsvet Radoslav Tsvetkov

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