Chi-Squared+Goodness-of-Fit

Chi-Squared Goodness-of-Fit (Goodness-of-Fit) (GWU EMSE-271)
Index | Topics (Logical Lectures) | Lectures | Problems | Readings | Nomenclature | Concepts

"measures can be used in statistical hypothesis testing, e.g. to test for normality of residuals, to test whether two samples are drawn from identical distributions (see Kolmogorov-Smirnov test), or whether outcome frequencies follow a specified distribution (see Pearson's **chi-square test**). - [|Wikipedia]


 * Pearson's chi-square** (χ2) **test** "tests a null hypothesis that the frequency distribution of certain events observed in a sample is consistent with a particular theoretical distribution. The events considered must be mutually exclusive and have total probability 1." - [|Wikipedia]

- EMSE 271, Fall 2009 (Slide 96 or 97)

"A good fit would have a small S**2-value."** - EMSE 271, Fall 2009 (Slide 96 or 97)

- EMSE 271, Fall 2009 (Slide 97 or 98)

Rules of Thumb (Slide 97)

Examples with MOM and MLE.


 * Sources:**
 * EMSE 271, Fall 2009
 * Goodness of fit. (2009, September 18). In //Wikipedia, The Free Encyclopedia//. Retrieved 14:00, September 18, 2009, from []
 * Pearson's chi-square test. (2009, September 11). In //Wikipedia, The Free Encyclopedia//. Retrieved 09:43, September 11, 2009, from []