Improving Accuracy of Goodness-of-fit Test

2014/10/25 by Kris Duszak, Duszak, Kris, Jan Vrbik +1
Computer Science · Mathematics · #Advanced Statistical Methods and Models #Bayesian Modeling and Causal Inference #FOS: Mathematics #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1410.6869

openalex publication_date 2014/10/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

It is well known that the approximate distribution of the usual test statistic of a goodness-of-fit test is chi-square, with degrees of freedom equal to the number of categories minus 1 (assuming that no parameters are to be estimated -- something we do throughout this article). Here we show how to improve this approximation by including two correction terms, each of them inversely proportional to the total number of observations.

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