Monkeying with the Goodness-of-Fit Test
The familiar Σ(OBS - EXP) 2/EXP goodness-of-fit measure is commonly used to test whether an observed sequence came from the realization of n independent identically distributed (iid) discrete random variables. It can be quite effective for testing for identical distribution, but is not suited for as...
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Format: | Article |
Language: | English |
Published: |
Foundation for Open Access Statistics
2005-09-01
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Series: | Journal of Statistical Software |
Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/1462 |