Tests of a simple multinomial hypothesis when the sample is not large
Outlying cells can be identified, based on the binomial distribution; the Bonferroni inequality then gives a conservative overall test. If instead, the Pearson chi-squared statistic is used, its distribution can be approximated as follows: condition on the counts in the first several cells, and approximate the conditional distribution as a shifted gamma distribution, matching the first two moments. Combine these approximate conditional distributions to obtain an approximate unconditional distribution. Generalized Chebyshev inequalities give bounds on the accuracy of the approximation; the fineness of the decomposition can be adjusted during the calculations to guarantee any desired accuracy. In examples, a good approximation is achieved by conditioning on those cells with the smallest probabilities.
- Research Organization:
- EG and G Idaho, Inc., Idaho Falls (USA)
- DOE Contract Number:
- AC07-76ID01570
- OSTI ID:
- 5498943
- Report Number(s):
- CONF-810842-3; ON: DE82005955
- Country of Publication:
- United States
- Language:
- English
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Related Subjects
71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
ALGORITHMS
BOUNDARY CONDITIONS
DIFFERENTIAL EQUATIONS
EQUATIONS
FUNCTIONS
MATHEMATICAL LOGIC
MATHEMATICS
MOMENTS METHOD
PARTIAL DIFFERENTIAL EQUATIONS
POISSON EQUATION
POLYNOMIALS
STATISTICS
TESTING