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Radoslav Tsvetkov edited comment on MATH878 at 10/26/12 12:54 PM:

I added most of the corrections.
* All corrections in the code part (no underscore in the names etc.)
* Comments should look better now. The condensed form of the linked content is added in the
comments. (but the links are left)
For sure there are some more points left to beautify but with the time I guess they'll be
perfected.
was (Author: rtsvet):
I added most corrections.
* All corrections in the code part (no underscore in the names etc.)
* comments should look better now. The condensed form of the linked content is added in the
comments.
For sure there are some more issues left to beautify.
> GTest (LogLikelihood ratio  LLR test) in math.stat.inference
> 
>
> Key: MATH878
> URL: https://issues.apache.org/jira/browse/MATH878
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 3.1, 3.2, 4.0
> Environment: Netbeans
> Reporter: Radoslav Tsvetkov
> Labels: features, test
> Fix For: 3.1
>
> Attachments: MATH878_gTest_12102012.patch, MATH878_gTest_15102012.patch, MATH878_gTest_26102012.patch,
vcsdiff16294.patch
>
> Original Estimate: 24h
> Remaining Estimate: 24h
>
> 1. Implementation of GTest (LogLikelihood ratio LLR test for independence and goodnesoffit)
> 2. Reference: http://en.wikipedia.org/wiki/Gtest
> 3. ReasonsUsefulness: Gtests are tests 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 where Observed >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.

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