Summary
The Chi-Squared goodness of fit test.
Unit
Statistics
Declaration
Procedure GOFChi2Test(O, E: TVec; NumSamples, DegF: Integer; out hRes: THypothesisResult; out Signif: TSample; hType: THypothesisType = htTwoTailed; Alpha: TSample = 0.05);
| Parameter | Description |
|---|
| O | Observed frequencies. |
| E | Estimated (theoretical) frequencies. |
| NumSamples | Number of samples in original data vector. |
| DegF | Degrees of freedom for Chi2 statistics. |
| hRes | Returns the result of the null hypothesis (default assumption is that data comes from specific distribution). |
| hType | Defines the type of the null hypothesis (left, right and two - tailed). |
| Signif | (Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. |
| Alpha | Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected. |
Description
Performs the Chi-squared goodness of fit test to test if data is coming from specific distribution.
Categories
Hypothesis testing
Declaration
Procedure GOFChi2Test(Data: TVec; Distribution: TDistribution; NumBins: Integer; out hRes: THypothesisResult; out Signif: TSample; hType: THypothesisType = htTwoTailed; Alpha: TSample = 0.05);
| Parameter | Description |
|---|
| Data | Samples to be tested. |
| NumBins | Number of frequency histogram bins. |
| Distribution | Distribution name (string). At the moment the following string values are supported : 'beta', 'exponential', 'gamma', 'normal', 'rayleigh' and 'weibull'. |
| hRes | Returns the result of the null hypothesis (default assumption is that data comes from specific distribution). |
| hType | Defines the type of the null hypothesis (left, right and two - tailed). |
| Signif | (Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. |
| Alpha | Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected. |
Description
Performs the Chi-squared goodness of fit test to test if data is coming from specific distribution. This overload version does not require expected and actual frequencies, but only data vector.
Categories
Hypothesis testing| Copyright 2008 Dew Research |
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