Monkeying with the Goodness-of-Fit Test

Monkeying with the Goodness-of-Fit Test

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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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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
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spelling doaj-d4b55805b3e6457bafbf2189e45a924b2020-11-24T23:21:17ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602005-09-011411410.18637/jss.v014.i1366Monkeying with the Goodness-of-Fit TestGeorge MarsagliaThe 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 assessing independence, as it pays no attention to the order in which output values are received. This note reviews a way to adjust or tamper, that is, monkey-with the classical test to make it test for independence as well as identical distribution--in short, to test for both the i's in iid, using monkey tests similar to those in the Diehard Battery of Tests of Randomness (Marsaglia 1995).http://www.jstatsoft.org/index.php/jss/article/view/1462
collection DOAJ
language English
format Article
sources DOAJ
author George Marsaglia
spellingShingle George Marsaglia
Monkeying with the Goodness-of-Fit Test
Journal of Statistical Software
author_facet George Marsaglia
author_sort George Marsaglia
title Monkeying with the Goodness-of-Fit Test
title_short Monkeying with the Goodness-of-Fit Test
title_full Monkeying with the Goodness-of-Fit Test
title_fullStr Monkeying with the Goodness-of-Fit Test
title_full_unstemmed Monkeying with the Goodness-of-Fit Test
title_sort monkeying with the goodness-of-fit test
publisher Foundation for Open Access Statistics
series Journal of Statistical Software
issn 1548-7660
publishDate 2005-09-01
description 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 assessing independence, as it pays no attention to the order in which output values are received. This note reviews a way to adjust or tamper, that is, monkey-with the classical test to make it test for independence as well as identical distribution--in short, to test for both the i's in iid, using monkey tests similar to those in the Diehard Battery of Tests of Randomness (Marsaglia 1995).
url http://www.jstatsoft.org/index.php/jss/article/view/1462
work_keys_str_mv AT georgemarsaglia monkeyingwiththegoodnessoffittest
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