The Mathematics of the Overlapping Chi-square Test1

نویسندگان

  • Wai Wan Tsang
  • Chi-yin Pang
چکیده

One shortcoming of the Pearson chi-square test is that it only examines the distribution of experiment outcomes, but not their interdependence. For example, the test statistic is invariant against re-ordering the outcomes. To remedy the shortcoming, G. Marsaglia suggested combining consecutive outcomes to form tuples and then examining the distribution of the tuples. The statistic of the test is a quadratic form in the weak inverse of the covariance matrix of the counts of all tuples. As consecutive tuples overlap, we call this test the overlapping chi-square test. Compared with the conventional one, this test checks the interdependence as well as the distribution of experiment outcomes and is thus more comprehensive.

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تاریخ انتشار 2006