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逼近多项拟合优度似然比统计量的矩和分布

Approximating the Moments and Distribution of the Likelihood Ratio Statistic for Multinomial Goodness of Fit

Journal of the American Statistical Association · 1981
被引 10
ABS 4

中文导读

研究了多项分布拟合优度检验中似然比统计量G²的均值和方差的近似公式,精度达到O(N⁻³),并发现当类别数k≥4时渐近卡方分布拟合不佳,而乘性校正和贝塔分布方法可改善拟合效果。

Abstract

Abstract Approximations were derived for the mean and variance of G 2, the likelihood ratio statistic for testing goodness of fit in a k cell multinomial distribution. These approximate moments, accurate to O(N -3), may be used in fitting the distribution of G 2. Extensive numerical studies of the exact and approximate distributions were performed in the special case of equiprobability. The asymptotic chi-squared distribution was found to fit poorly for k ≥ 4. Satisfactory results were obtained using a multiplicative correction to the chi-squared fit. More sophisticated procedures using the beta distribution produced increased accuracy, but at the cost of excessive computational labor.

统计学多项分布拟合优度检验似然比检验