All Questions
Tagged with hypothesis-testing goodness-of-fit
56 questions with no upvoted or accepted answers
2
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70
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How well does my model fit? Specifying a null-model in non-linear mixed models
I want to fit a model y ~ b * exp(-exp(a) * x), but including a random effect, with this data:
...
- 33
2
votes
0
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393
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Converting a chi2 to a sigma value
I am working in astronomy. I fit a theoretical model to some data. The model takes input parameters (like the mass and age) and produces some outputs that I compare with the data.
I measured the ...
- 3,132
2
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0
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391
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Independence Testing for Discrete Random Variable
Suppose $X$ and $Y$ are two discrete random variable take values on $\mathcal{X}$ and $\mathcal{Y}$ with their iid observation $\{ X_i\}_{i = 1}^n$ and $\{ Y_i\}_{i = 1}^n$. If both $\mathcal{X}$ and $...
- 203
2
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192
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Measuring "uniqueness of fit" or "unique goodness of fit" of a model to some data
Given some parametric model, we can determine the best-fit parameters to some data set. Once we have quantified goodness of fit for each parameter set, we can easily generalize from this to measure ...
- 475
2
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0
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85
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goodness of fit for psychometric data (perceptual threshold)
I'm running an experiment on perceptual thresholds in audio. I'll try not to bog you down with too many details:
The experiment is about vibrato speed; specifically, when can you tell the difference ...
- 21
2
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0
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81
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Goodness of Fit Test vs Testing RMSE
I have a bit of a broad question. It seems to be that there are two different approaches (Borrowing a bit of Breiman's Two Culture's paper) when it comes to testing if our data looks like our model.
...
- 625
2
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62
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Can I test for inequality in H0 using chi square test?
Let's say I want to test whether an $n$-sided dice is not too unfair. In the standard chi-square test we test the zero-hypothesis
$$
H_0\colon (p_1,\dots p_n) = (1/n,\dots,1/n)
,\quad\text{i.e.,}\quad
...
- 121
2
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35
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Compare the quality of distribution fits
I have two random variables $A$ and $B$ they are of different size. Both are well fitted as $\gamma$ distributions. My question is to find which one is more gamma like.
Could You help me to solve ...
- 718
2
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0
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427
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Anderson-Darling test for any distribution with unknown parameters
I have been spending the last two days trying to construct a solid answer to the question:
What is the distribution that best describes my sample?
I did the following:
Plot the histogram (nomalized ...
- 1,270
2
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248
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How do I claim this set of data follows an exponential distribution?
I have a set of data that has following histogram:
I would like to guess it follows an exponential distribution. So I did some goodness of fit using KS test with MATLAB like following:
...
- 160
2
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70
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Statistical method to test if a set of values is similar to a group of known similar sets of values
I am not sure if this is to be asked here -
I am working and interpreting data related to certain events. I noticed that a particular subset of values always seem to match events which is of ...
- 71
2
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160
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Which Goodness of Fit Test to use when
I would like to know which goodness-of-fit test I should use and when. My choices are Anderson-Darling, Kolmogorov-Smirnov, Kuiper, Pearson $\chi^2$, and Watson $U^2$, and Cramer von Mises. My data ...
- 143
2
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617
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Is the Pearson goodness-of-fit test parametric or non-parametric?
In this question there was an interesting discussion concerning the Pearson goodness-of-fit test going on which was far from conclusive: Is there any statistical test that is parametric and non-...
- 6,246
2
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753
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Statistics for rounded data
I wonder about the existence of "standard" statistical procedures for rounded (log)normal data. Indeed, in my work I often encounter rounded data which potentially cause some problems: "awful" qqplots,...
- 19.7k
1
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18
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Poor RMSEA/Fit for Simple Poisson Regression
I am running a simple Poisson regression. $X$ = time, $Y$ = count data. This is a huge dataset with many years. There is significance between $X$ and $Y$. But model shows poor fit via high RMSEA value....
- 11
1
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63
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Interpretation of Anderson–Darling test
Assume that I am using Anderson–Darling test to evaluate whether a given sample of data is drawn from a normal distribution with some mean and standard deviation.
If you accept the null hypothesis in ...
- 363
1
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0
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103
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Negative F-test value comparing two nested models
I am comparing two non-linear nested models - let me call them model A and model B. Model B has one parameter more than model A, i.e. model A can be obtained as a special case of model B. These two ...
- 11
1
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0
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55
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D number in Kuiper test
I want to use Kuiper test. My question is about the D number in this test. The documentation (here), mentions this:
Returns (D, fpp), where D is the Kuiper D number and fpp is the probability that a ...
- 171
1
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0
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213
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How to test the goodness of fit for histograms/
There is an histogram, $h$, with user-defined $k = 5$ bins and probabilities $[1/2, 1/3, 1/30, 1/30, 1/10]$ for the each bin.
Then $1000$ histograms were simulated. It is required to establish that ...
- 856
1
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1
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126
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Comparing two discrete paired datasets
The problem: I am studying the estimated number of cases of malaria in regions of the world and found that both the WHO and IHME have their own estimates. I want to find if the difference between the ...
- 11
1
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0
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137
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Convergence rate of test-statistic to chi-square distribution
I know that the to test whether $\Sigma=\Sigma_0$ against $\Sigma\ne\Sigma_0$ for an $n\times p$ data matrix, the test statistic is $np(a-1-\log g)$ where $a$ and $g$ are the AM and GM of the eigen ...
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1
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0
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70
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Goodness Of Fit Testing When Multiple Parameters Are Estimated
I am working with independent data points $X_1,...,X_N$ each of which, under my model assumptions, is a sum of exponential waiting times with different rates, and so should come from gamma ...
1
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0
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22
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Goodness-of-fit test applied to tuples in sequences/samples, instead of raw data
High level problem:
I have two sequences of data. The first one is the reference, the truth, the second is one which contains missed values (due to measurement errors). I want a test which can ...
- 989
1
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0
answers
56
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Test for positional amino acid enrichment
I have a question about which statistical test to use for a particular research question. I am studying protein binding motifs (amino acid sequences that other proteins bind to), typically these ...
- 11
1
vote
1
answer
57
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Most appropriate statistical test to compare frequencies within and between treatments
I am working with a dataset that includes demographic variables (age and sex) and purchase details for services related to body ornamentation (tattoo location, piercing location, tattoo type, etc.) ...
1
vote
0
answers
49
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Derivation of Henze/Baringhaus Goodness-of-fit statistic for Multivariate Normality
In the paper A Consistent Test for Multivariate Normality Based on the Empirical Characteristic Function, Baringhaus and Henze define a test statistic,
$$T_n = n \int_{R^d} |\frac{1}{n} \sum_{i=1}^n ...
- 1,063
1
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0
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264
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Is there any way to assess goodness of fit using equivalence tests sense?
To assess goodness of fit, chi-squired test and Kolmogorov-Smirnov test, etc. are traditionally recommended.
However considering necessity of equivalence tests, these tests seems not to be suitable ...
- 111
1
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0
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60
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Test difference between totals over periods of different length
I have totals for two periods of different lengths (previous month vs month-to-date) and want to test whether they are significantly different.
E.g.
1.-30. Nov 2016 = 102.3
1.-13. Dec 2016 = 41
If ...
- 11
1
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0
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79
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Maximizing the p-value associated with a goodness-of-fit test
Problem (concrete version): Let $p = p(T, \mathcal{D}, \mathbf{X})$ be the $p$-value associated with goodness-of-fit test $T$ (i.e. Kolmogorov-Smirnov, Anderson-Darling, Cramér–von Mises) on ...
- 641
1
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0
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2k
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Chi square test of goodness of fit with unknown parameters
$\chi^2$ test of good fit for multinomial distribution with known parameters uses test statistics
$$
\sum\limits_{k=1}^K \frac{\left( X_k -n p_k^0 \right)^2}{np_k^0},
$$
where $K$ is number of ...
1
vote
0
answers
165
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2D Normality Testing for a single sample without knowing $\mu$ or $\sigma$
I have a set of 2D positions, obtained by tracking an object with an rgb camera. For various reasons, I want to train a model so that given a new position I can estimate how likely it is that it was ...
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1
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0
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135
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If the conditional expectation of the random variable does follow a linear function, can we show the probability a particular data set happens?
Suppose that $\mathbb{E}[Y\mid X=x]=\beta_0+\beta_1x$ where $X, Y$ are random varibles. Given a set of observations consisting pairs of $X,Y$, is it possible to attach it as probabiltiy density ...
- 502
1
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0
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38
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Does the theory fit the given data?
We are given that the members of a community are classified by blood type according to the following schema:
\begin{array}{|c|c|c|c|c|}
\hline
O& A & B & AB & Total \\ \hline
121 &...
- 257
1
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0
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141
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Is there any hypothesis testing involving pseudo R-squared?
Is there any hypothesis testing involving pseudo R-squared?
I mean the equation of test statistic or pdf.
For example, these pseudo R-squared.
http://www.ats.ucla.edu/stat/mult_pkg/faq/general/...
- 51
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22
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Not computed tests in gofstat in R
I am working on a survival analysis project. For this project, I use this dataset:
https://archive.ics.uci.edu/dataset/519/heart+failure+clinical+records
I began by importing these libraries :
...
- 1
0
votes
0
answers
48
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Model comparison on data with Cauchy distribution
I am interested in determining the dependence of a state's position in density space, n, on magnetic field. With the magnetic field kept fixed, the presence of the state is measured by an increase in ...
0
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0
answers
12
views
Power analysis for a goodness-of-fit test over multivariate categorical distribution
I have some data where each datapoint is described by N categorical variables. I do not know a priori whether these variables are independent from each other (but to an extreme, I may assume it), e.g.,...
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0
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0
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13
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external internal validation and chi square
The internal test set, created from 20 percent of the train data set, consists of 'a' and 'b' labels. I take the 'a' labels from the internal test and combine them with the 'c' group of another ...
- 1
0
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0
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60
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Recent goodness-of-fit tests related to proper scoring rules, CRPS and work of Gneiting
In a conference, I overheard a casual discussion about testing goodness of fit (GOF). Kolmogorov-Smirnov, Cramer-von Mises and Anderson-Darling were mentioned as some established GOF tests, but then ...
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0
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0
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405
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Testing whether a set of points on the unit sphere is uniformly distributed
The canonical way to do the test is to perform the spherical harmonic transform of the empirical distribution and then check that the power spectrum decays, but this is presumably fairly expensive. Is ...
- 337
0
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0
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166
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Zeros in contingency table for fisher's exact test for data drift detection
Background
I'm trying to use fisher's exact test for to measure data-drift detection between two features. The usecase is , I can retrain my model if the data has drifted. I'm trying to use fisher's ...
- 1
0
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0
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42
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Test whether a sample (which is a 1D array of values) comes from a population (2D array of values)
I'm taking samples in such a way that I record multiple discrete values for each sample. Given an instance of a sample, is there any way to test if this sample appears to "fit" the ...
- 133
0
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0
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52
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Comparing fit of time series to true process
I know that this question have been asked many times in this forum, but I am having troubles in understanding the correct approach to my aim.
I have several time series representing a growth process ...
0
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0
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307
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Goodness-of-fit test for poisson distribution
Consider the following sample of times in seconds:
5.8, 7.3, 8.9, 7.1, 8.8, 6.4, 7.2, 5.2, 10.1, 8.6, 9.0, 9.3, 6.4, 7, 9.9, 6.8
Test the hypothesis that the data is from a Poisson distribution. What ...
- 11
0
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0
answers
23
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How can I determine statistically how well my estimator predicts actual results?
I have a business in which I contract with my clients to perform work for them for an indefinite amount of time. To forecast my profitability, I need to forecast when my existing contracts will end. ...
- 1
0
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0
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19
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Determining trend statistic for two time series
I have two time series: one with reported scatter plot points, and a solid line that represents a fit to the data based on other variables. Here:
https://docs.google.com/document/d/1gizOAV8ZjaATLm-...
0
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0
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253
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Chi-squared test, Poisson distribution, type I error overestimated - well-suited test for discrete distributions?
UPDATE I edited my original question to make it as clear as possible.
My goal is to find a reliable goodness-of-fit test for Poisson-distributed samples. There are a few discussions here related to ...
- 126
0
votes
1
answer
53
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Wrong answer in basic goodness-of-fit test
I am following my lecture notes on this test:
However, when I calculate the expression $2\log \Lambda$ (Python script attached below), I get $21.8$ instead of $44.9$, which is quite far off. The ...
- 101
0
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0
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218
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Goodness of fit that puts high weight towards the tail of the distributions
I have two distributions A and B and I am looking for a goodness of fit test that measures how much the tail of A matches (or fail to match) the tail of B. Alternatively, I am looking for a test that ...
- 385
0
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0
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31
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How to decide between goodness of fit tests
I have a question on BIC and AIC.
I have a data set and I need to test this data set if it fits various distributions (for example, Gamma or Poisson, etc.) I need to use AIC and BIC statistics for ...
- 1