1972•Journal of the American Statistical AssociationRequires access

On the Chi-Square Test When the Parameters are Estimated Independently of the Sample

Gerald R. Chase

Open publisher page 16 citations

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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What this paper is about

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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OpenAlex reports 16 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available 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.

Key concepts: Mathematics, Chi-square test, Statistics, Pearson's chi-squared test, Goodness of fit, One- and two-tailed tests, Test statistic, Null distribution

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