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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Bibliographic Details
Main Author: George Marsaglia
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2005-09-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/1462