On the Power of the X Squared Goodness of Fit Test at Signal Plus Noise Alternatives.

Abstract

The chi square goodness of fit test is widely used as a means of validation of a probability model. Acceptance of a probability model on the basis of a chi square test is a dangerous procedure in the absence of a thorough knowledge of the power of the test for a broad class of reasonable alternatives. The power of the chi square test is examined via simulation at signal plus noise alternatives to the geometric and the Poisson distribution, and the power is seen to compare unfavorably with that of the likelihood ratio test. Likelihood ratio tests are thus advanced as goodness of fit criteria when signal plus noise alternatives are deemed relevant. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1977
Accession Number
ADA046502

Entities

People

  • Franciso J. Samaniego
  • Lee D. Kaiser

Organizations

  • University of California, Davis

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Data Science
  • Data Sets
  • Equations
  • Estimators
  • Goodness Of Fit Tests
  • Information Science
  • Mathematics
  • Maximum Likelihood Estimation
  • Probability
  • Probability Distributions
  • Random Variables
  • Simulations
  • Statistical Algorithms
  • Statistical Inference
  • Statistical Samples
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.