Pearson's chi-squared test
Автор:
Jesse Russell,Ronald Cohn, 100 стр., издатель:
"Книга по Требованию", ISBN:
978-5-5081-0946-2
High Quality Content by WIKIPEDIA articles! Pearson's chi-squared test (?2) is the best-known of several chi-squared tests (Yates, likelihood ratio, portmanteau test in time series, etc.) – statistical procedures whose results are evaluated by reference to the chi-squared distribution. Its properties were first investigated by Karl Pearson in 1900. In contexts where it is important to make a distinction between the test statistic and its distribution, names similar to Pearson X-squared test or statistic are used. It tests a null hypothesis stating that the frequency distribution of certain events observed in a sample is consistent with a particular theoretical distribution. The events considered must be mutually exclusive and have total probability 1. A common case for this is where the events each cover an outcome of a categorical variable. A simple example is the hypothesis that an ordinary six-sided die is "fair", i.?e., all six outcomes are equally likely to occur. Данное издание...
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