Improved likelihood ratio test for multinomial goodness of fit
作者： Balakrishna Hosmane
DOI: 10.1080/03610928708829566
关键词: Statistics 、 Multinomial distribution 、 Goodness of fit 、 Mathematics 、 Delta method 、 Monte Carlo method 、 Variance (accounting) 、 Likelihood-ratio test 、 Multinomial test 、 Basis (linear algebra)
摘要: For testing goodness-of-fit in a k cell multinomial distribution having very small frequencies, the usual chi-square approximation to upper tail of likelihood ratio statistic, G2 is not satisfactory. A new adjustment determined on basis analytical investigation terms asymptotic bias and variance adjusted Monte Carlo simulation performed for several one-way tables assess order obtain closer nomial level significance.
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