You are not currently logged in.
Access JSTOR through your library or other institution:
Approximating the Moments and Distribution of the Likelihood Ratio Statistic for Multinomial Goodness of Fit
Paul J. Smith, Donald S. Rae, Ronald W. Manderscheid and Sam Silbergeld
Journal of the American Statistical Association
Vol. 76, No. 375 (Sep., 1981), pp. 737-740
Stable URL: http://www.jstor.org/stable/2287541
Page Count: 4
You can always find the topics here!Topics: Mathematical moments, Approximation, Statistics, Mathematical procedures, Statistical variance, Goodness of fit, Ratio test, Mental health, Ratios, Probabilities
Were these topics helpful?See something inaccurate? Let us know!
Select the topics that are inaccurate.
Preview not available
Approximations were derived for the mean and variance of G2, 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 G2. 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.
Journal of the American Statistical Association © 1981 American Statistical Association