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1 Chi-Square Test -- X 2 Test of Goodness of Fit

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2 (Pseudo) Random Numbers Uniform: values conform to a uniform distribution Independent: probability of observing a particular value is independent of the previous values Should always test uniformity

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3 Test for Independence Autocorrelation Test Tests the correlation between successive numbers and compares to the expected correlation of zero e.g There is a correlation between 2 & 3 We won’t do this test software available

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4 Hypotheses & Significance Level Null Hypotheses – Ho Numbers are distributed uniformly Failure to reject Ho shows that evidence of non-uniformity has not been detected Level of Significance – α (alpha) α = P(reject Ho|Ho is true)

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5 Frequency Tests (Uniformity) Kolmogorov-Smirnov More powerful Can be applied to small samples Chi Square Large Sample size >50 or 100 Simpler test

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6 Overview Not 100% accurate Formalizes the idea of comparing histograms to candidate probability functions Valid for large samples Valid for Discrete & Continuous

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7 Chi-Square Steps - #1 Arrange the n observations into k classes Test Statistic: X 2 = Σ (i=0..k) ( O i – E i ) 2 / E i O i = observed # in i th class E i = expected # in i th class Approximates a X 2 distribution with (k-s-1) degrees of freedom

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8 Degrees of Freedom Approximates a X 2 distribution with (k-s-1) degrees of freedom s = # of parameters for the dist. Ho: RV X conforms to ?? distribution with parameters ?? H1: RV X does not conform Critical value: X 2 (alpha,dof) from table Ho reject if X 2 > X 2 (alpha,dof)

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9 X 2 Rules Each Ei > 5 If discrete, each value should be separate group If group too small, can combine adjacent, then reduce dof by 1 Suggested values n = 50, k = 5 – 10 n = 100, k = 10 – 20 n > 100, k = sqrt(n) – n/5

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10 Degrees of Freedom k – s – 1 Normal: s=2 Exponential: s = 1 Uniform: s = 0

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11 X 2 Example Ho: Ages of MSU students conform to a normal distribution with mean 25 and standard deviation 4. Calculate the expected % for 8 ranges of width 5 from the mean.

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12 X 2 Example Expected percentages & values <10-15 = 2.5% = 13.5% = 34% = 34% = 13.5% > = 2.5%5

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13 X 2 Example Consider 200 observations with the following results: = = = = = = 10

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14 Graph of Data

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15 X 2 Example X 2 Values – (O-E) 2 /E = (5-1) 2 / = (27-70) 2 / = (68-68) 2 / = (68-41) 2 / = (27-10) 2 / = (5-10) 2 /45 Total98

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16 X 2 Example DOF = 6-3 = 3 Alpha = 0.05 X 2 table value = 7.81 X 2 calculated = 98 Reject Hypothesis

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