On the Chi-Square Test When the Parameters are Estimated Independently of the Sample
Gerald R. Chase
Abstract
Gerald R. Chase
Abstract
If the parameters are estimated independently of the sample, the chi-square test statistic for a goodness of fit test has a limiting distribution that is stochastically larger than that of the test of fit for a completely specified distribution. Thus, if the critical values for the test of fit for a completely specified distribution are incorrectly used, the probability that we will reject the null hypothesis when it is true is greater than the desired level of significance.
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If the parameters are estimated independently of the sample, the chi-square test statistic for a goodness of fit test has a limiting distribution that is stochastically larger than that of the test of fit for a completely specified distribution. Thus, if the critical values for the test of fit for a completely specified distribution are incorrectly used, the probability that we will reject the null hypothesis when it is true is greater than the desired level of significance.
Key concepts: Mathematics, Chi-square test, Statistics, Pearson's chi-squared test, Goodness of fit, One- and two-tailed tests, Test statistic, Null distribution