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Gilles commented on MATH878:

bq. think it is not touching any old CM functionality and as such is no risk. Then why bother
to keep GTest call away?
I don't understand what you mean. Making the commit as small as they is just a convenience
for reviewing code, now and later. Anyways, Phil is taking care of this report; IIUC, there
is no request that you modify your contribution at this point.
bq. If the slightly misleading name of the TestUtils.java is to be changed, than that should
be done with a dedicated Issue.
Of course.
> 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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