Thanks, Rado. You are most welcome to open a JIRA ticket [1] and
attach code with references there. I agree this would be a useful
addition to [math]. Thanks in advance.
Phil
[1] http://commons.apache.org/math/developers.html
On 10/9/12 4:53 AM, rado tzvetkov wrote:
> 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.

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