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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] [Resolved] (MATH-878) G-Test (Log-Likelihood ratio - LLR test) in math.stat.inference
Date Mon, 12 Nov 2012 04:38:12 GMT

     [ https://issues.apache.org/jira/browse/MATH-878?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Phil Steitz resolved MATH-878.
------------------------------

    Resolution: Fixed

In r1408172, I changed method names to match the conventions of the other classes in the inference
package: g() returns the g stat, gTest does tests, etc.  I added G-test statistics to TestUtils
in r1408173 and updated the user guide in r1408174.

Thanks again for the patch.
                
> G-Test (Log-Likelihood ratio - LLR test) in math.stat.inference
> ---------------------------------------------------------------
>
>                 Key: MATH-878
>                 URL: https://issues.apache.org/jira/browse/MATH-878
>             Project: Commons Math
>          Issue Type: New Feature
>         Environment: Netbeans
>            Reporter: Radoslav Tsvetkov
>              Labels: features, test
>             Fix For: 3.1
>
>         Attachments: MATH-878_gTest_12102012.patch, MATH-878_gTest_15102012.patch, MATH-878_gTest_26102012.patch,
vcs-diff16294.patch
>
>   Original Estimate: 24h
>  Remaining Estimate: 24h
>
> 1. Implementation of G-Test (Log-Likelihood ratio LLR test for independence and goodnes-of-fit)
> 2. Reference: http://en.wikipedia.org/wiki/G-test
> 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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