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https://issues.apache.org/jira/browse/MATH-878?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13486795#comment-13486795
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Gilles commented on MATH-878:
-----------------------------
As I indicated, could you separate the introduction of the new functionality
from calls to it in other parts of CM? The former is the subject of this
feature request and should lead to the commit of files "GTest.java" and
"GTestTest.java". The latter is the patch to "TestUtils" and "TestUtilsTest".
For new files it's fine to provide plain Java files.
Sorry for the pickyness; I was myself sometimes put off by such requirements
but I must admit that they come handy when overviewing large chunks of
unfamiliar code...
> 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
> Affects Versions: 3.1, 3.2, 4.0
> Environment: Netbeans
> Reporter: Radoslav Tsvetkov
> Labels: features, test
> Fix For: 3.1
>
> Attachments: MATH-878_gTest_12102012.patch,
> MATH-878_gTest_15102012.patch, MATH-878_gTest_26102012.patch,
> vcs-diff16294.patch
>
> Original Estimate: 24h
> Remaining Estimate: 24h
>
> 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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