In many articles, the chi-squared test of goodness of fit
is used.  Even when used correctly, the distribution is 
NOT a chi-squared distribution; that is an asymptotic
approximation.  It is quite poor in the tails, which is
usually where it is used.

Also, it is often used incorrectly.  When parameters are
estimated using more information than the cell frequencies,
even the asymptotic distribution is not chi-squared.
-- 
This address is for information only.  I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Deptartment of Statistics, Purdue University
[EMAIL PROTECTED]         Phone: (765)494-6054   FAX: (765)494-0558
.
.
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