Radoslav Tsvetkov created MATH-878:
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Summary: G-Test (Log-Likelihood ratio - LLR test) in
math.stat.inference
Key: MATH-878
URL: https://issues.apache.org/jira/browse/MATH-878
Project: Commons Math
Issue Type: New Feature
Reporter: Radoslav Tsvetkov
Fix For: 3.1
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-tests are tests 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 where Observed
>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.
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