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2004•Perceptual and Motor SkillsRequires access

On a General Class of Chi-Squared Goodness-of-Fit Statistics

Tarald O. Kvålseth

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Abstract

A class of chi-squared goodness-of-fit statistics is presented as being based on the so-called divergence of one probability distribution from another. A still more general class of goodness-of-fit statistics is then presented by eliminating some of the restrictions required of divergence-based statistics. This most general class of statistics includes, as particular cases, a variety of statistics used in the published literature.

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What this paper is about

A class of chi-squared goodness-of-fit statistics is presented as being based on the so-called divergence of one probability distribution from another. A still more general class of goodness-of-fit statistics is then presented by eliminating some of the restrictions required of divergence-based statistics. This most general class of statistics includes, as particular cases, a variety of statistics used in the published literature.

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Available abstract

A class of chi-squared goodness-of-fit statistics is presented as being based on the so-called divergence of one probability distribution from another. A still more general class of goodness-of-fit statistics is then presented by eliminating some of the restrictions required of divergence-based statistics. This most general class of statistics includes, as particular cases, a variety of statistics used in the published literature.

Key concepts: Goodness of fit, Statistics, Mathematics, Divergence (linguistics), Class (philosophy), Probability and statistics, Econometrics, Computer science

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