Radoslav Tsvetkov created MATH878:

Summary: 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
Reporter: Radoslav Tsvetkov
Fix For: 3.1
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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