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From "Radoslav Tsvetkov (JIRA)" <>
Subject [jira] [Created] (MATH-878) G-Test (Log-Likelihood ratio - LLR test) in math.stat.inference
Date Wed, 10 Oct 2012 13:23:04 GMT
Radoslav Tsvetkov created MATH-878:

             Summary: G-Test (Log-Likelihood ratio - LLR test) in math.stat.inference
                 Key: MATH-878
             Project: Commons Math
          Issue Type: New Feature
            Reporter: Radoslav Tsvetkov
             Fix For: 3.1

1. Implementation of G-Test (Log-Likelihood ratio LLR test for independence and goodnes-of-fit)

2. Reference:

3. Reasons-Usefulness: G-tests are tests are increasingly being used in situations where chi-squared
tests were previously recommended. 

The approximation to the theoretical chi-squared distribution for the G-test is better than
for the Pearson chi-squared tests. In cases where Observed >2*Expected for some cell case,
the G-test is always better than the chi-squared test.

For testing goodness-of-fit the G-test 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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