Need for additional statistics hypothesis Tests in math.stat.inference
1. Implementation of GTest (loglikelihood ratio LLR test for independence and goodnesoffit)
2. Reference: http://en.wikipedia.org/wiki/Gtest
3.ReasonsUsefulness: Gtestsare tests that are increasingly being used in situations where
chisquared tests were previously recommended. The approximation to the theoretical chisquared
distribution for the Gtest is better than for the Pearson chisquared tests. In cases whereObserved
>2*Expected for some cell case, the Gtest is always better than the chisquared test.
For testing goodnessoffit the Gtest is infinitely more efficient than the chi squared test
in the sense of Bahadur, but the two tests are equally efficient in the sense of Pitman or
in the sense of Hodge and Lehman.
I estimate the implementation effort as relatively small as the implementation differs only
on few lines with the existing Chisquare tests.
Also I already have code to contribute and tests for GTest for independence. (if needed)
apache mahout also has some code implemented for LLR
best regards
Rado
P.S. Enhancing math.stat.inference with additional test could be generally good.
