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Are Two Classes Enough for the X2Goodness of Fit Test?

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  • D.J. Best
  • J.C.W. Rayner

Abstract

The chi‐squared goodness of fit test (also known as the PearsonX2test) is often used to test whether data are consistent with a specified continuous distribution. The value of X2(and hence its associated probability level) can be altered by the choice of (i) the number of classes and (ii) the class probabilities. The effect on the power of the X2test of varying the number of classes when class probabilities are chosen to be equal is investigated.

Suggested Citation

  • D.J. Best & J.C.W. Rayner, 1981. "Are Two Classes Enough for the X2Goodness of Fit Test?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 35(3), pages 157-163, September.
    • Handle: RePEc:bla:stanee:v:35:y:1981:i:3:p:157-163
    DOI: 10.1111/j.1467-9574.1981.tb00724.x
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