On Mon, 2 Dec 2002 11:04:24 +0100, "Daniel Hoppe" <[EMAIL PROTECTED]> wrote:

> I've a question regarding a goodness-of-fit to a Poisson distribution. I
> have the following observations from a buying process which I expect to be
> Poisson.distributed:
> 
>     0    1    2
> 182  15    3
> 
> The mean and my estimator for lambda in the poisson distribution therefore
> is 0.105 with the following expected frequencies:
>              0              1            >1
> 180.0649 18.90681 1.028281
> 
> Now I would like to run a chi-squared goodness-of-fit test. But for this
> test the expected frequencies should be >= 5, so I would need to join
> classes "1" and ">1". If I have two classes and one estimated parameter, the

One fuller statement of the 'rule'  says that you want no more 
than 25%  of the Expectations less than 5, and none less than 0.

What is relevant here is that we are talking about rules-of-thumb.
The penalty for violating a rule of thumb is that your test is
not distributed as ideally as you would like, so that (for instance)
it might tell you p = .01  when it should be p= .04 .   

The function and reason for this particular rule of thumb 
is to keep you from dividing a big deviation  by a tiny 
denominator and getting a huge chisquared contribution 
for that cell.

For your data, you don't have a  X2  that suggests non-fit.

> degrees of freedom should be 2 - 1 - 1 = 0 for the test which leads me to
> the assumption that this is not a good idea and that I'm missing something.
 ...

Does this computed test have 1 d.f. then?  Seems right....

-- 
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
.
.
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