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If a discrete probability distribution in a model being tested for goodness-of-fit is not close to uniform, then forming the Pearson chi-square statistic can involve division by nearly zero. This often leads to serious trouble in practice…

统计方法学 · 统计学 2011-09-16 William Perkins , Mark Tygert , Rachel Ward

Pearson's chi-squared test is widely used to test the goodness of fit between categorical data and a given discrete distribution function. When the number of sets of the categorical data, say $k$, is a fixed integer, Pearson's chi-squared…

统计方法学 · 统计学 2022-01-03 Shuhua Chang , Deli Li , Yongcheng Qi

Distance correlation has gained much recent attention in the data science community: the sample statistic is straightforward to compute and asymptotically equals zero if and only if independence, making it an ideal choice to discover any…

机器学习 · 统计学 2024-06-27 Cencheng Shen , Sambit Panda , Joshua T. Vogelstein

Pearson's chi-squared test, from 1900, is the standard statistical tool for "hypothesis testing on distributions": namely, given samples from an unknown distribution $Q$ that may or may not equal a hypothesis distribution $P$, we want to…

统计理论 · 数学 2023-10-17 Trung Dang , Walter McKelvie , Paul Valiant , Hongao Wang

Pearson's Chi-squared test, though widely used for detecting association between categorical variables, exhibits low statistical power in large sparse contingency tables. To address this limitation, two novel permutation tests have been…

统计方法学 · 统计学 2024-03-27 Qingyang Zhang

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…

统计理论 · 数学 2021-12-20 Robert G. Staudte

This paper presents a new method to estimate systematic errors in the maximum-likelihood regression of count data. The method is applicable in particular to X-ray spectra in situations where the Poisson log-likelihood, or the Cash…

天体物理仪器与方法 · 物理学 2023-05-03 M. Bonamente

In this paper, we develop a non-asymptotic local normal approximation for multinomial probabilities. First, we use it to find non-asymptotic total variation bounds between the measures induced by uniformly jittered multinomials and the…

统计理论 · 数学 2023-09-06 Eric Bax , Frédéric Ouimet

I investigate the use of Pearson's chi-square statistic, the Maximum Likelihood Ratio statistic for Poisson distributions, and the chi-square-gamma statistic (Mighell 1999, ApJ, 518, 380) for the determination of the goodness-of-fit between…

天体物理学 · 物理学 2007-05-23 Kenneth J. Mighell

This paper introduces a comprehensive framework to adjust a discrete test statistic for improving its hypothesis testing procedure. The adjustment minimizes the Wasserstein distance to a null-approximating continuous distribution, tackling…

统计理论 · 数学 2025-06-13 Gonzalo Contador , Zheyang Wu

We obtain an approximate Gaussian distribution from a Poisson distribution after doing a change of variable. A new chi-square function is obtained which can be used for parameter estimations and goodness-of-fit testing when adjusting curves…

高能物理 - 实验 · 物理学 2009-10-31 F. M. L. Almeida , M. Barbi , M. A. B. do Vale

The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…

统计理论 · 数学 2020-09-01 Giulio Prevedello , Ken R. Duffy

Finite precision approximations of discrete probability distributions are considered, applicable for distribution synthesis, e.g., probabilistic shaping. Two algorithms are presented that find the optimal $M$-type approximation $Q$ of a…

信息论 · 计算机科学 2017-05-08 Georg Böcherer , Bernhard C. Geiger

We represent the product of two correlated normal random variables, and more generally the sum of independent copies of such random variables, as a difference of two independent noncentral chi-square random variables (which we refer to as…

概率论 · 数学 2025-09-05 Robert E. Gaunt

Applying the standard weighted mean formula, [sum_i {n_i sigma^{-2}_i}] / [sum_i {sigma^{-2}_i}], to determine the weighted mean of data, n_i, drawn from a Poisson distribution, will, on average, underestimate the true mean by ~1 for all…

天体物理学 · 物理学 2009-10-31 Kenneth J. Mighell

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…

统计方法学 · 统计学 2020-05-07 Wolfgang Rolke , Cristian Gutierrez Gongora

For testing goodness of fit it is very popular to use either the chi square statistic or G statistics (information divergence). Asymptotically both are chi square distributed so an obvious question is which of the two statistics that has a…

统计理论 · 数学 2012-06-19 Peter Harremoës , Gábor Tusnády

The paper proposes one-to-one transformation of the vector of components $\{Y_{in}\}_{i=1}^m$ of Pearson's chi-square statistic, \[Y_{in}=\frac{\nu_{in}-np_i}{\sqrt{np_i}},\qquad i=1,\ldots,m,\] into another vector $\{Z_{in}\}_{i=1}^m$,…

统计理论 · 数学 2014-01-06 Estate Khmaladze

The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…

概率论 · 数学 2016-02-09 Yi-Ching Yao , Daniel Wei-Chung Miao , Xenos Chang-Shuo Lin

In this note the use of the zero degree non-central chi squared distribution as predictive distribution for ensemble postprocessing is investigated. It has a point mass at zero by definition, and is thus particularly suited for…

应用统计 · 统计学 2024-04-09 Jürgen Groß , Annette Möller
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