Thanks, Rado. You are most welcome to open a JIRA ticket [1] and attach code with references there. I agree this would be a useful addition to [math]. Thanks in advance.
Phil [1] http://commons.apache.org/math/developers.html On 10/9/12 4:53 AM, rado tzvetkov wrote: > Need for additional statistics hypothesis Tests in math.stat.inference > > 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-testsare tests that 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 whereObserved > >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. > > > I estimate the implementation effort as relatively small as the > implementation differs only on few lines with the existing Chi-square tests. > > Also I already have code to contribute and tests for G-Test for independence. > (if needed) apache mahout also has some code implemented for LLR > > > best regards > > Rado > > P.S. Enhancing math.stat.inference with additional test could be generally > good. --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
