Chi-square goodness-of-fit test

Usage

var chi2gof = require( '@stdlib/stats/chi2gof' );

chi2gof( x, y[, ...args][, options] )

Computes a chi-square goodness-of-fit test for the null hypothesis that the values of x come from the discrete probability distribution specified by y.

// Observed counts:
var x = [ 30, 20, 23, 27 ];

// Expected counts:
var y = [ 25, 25, 25, 25 ];

var res = chi2gof( x, y );
var o = res.toJSON();
/* returns
    {
        'rejected': false,
        'alpha': 0.05,
        'pValue': ~0.5087,
        'df': 3,
        'statistic': ~2.32,
        ...
    }
*/

The second argument can either be an array-like object (or 1-dimensional ndarray) of expected frequencies, an array-like object (or 1-dimensional ndarray) of population probabilities summing to one, or a discrete probability distribution name to test against.

// Observed counts:
var x = [ 89, 37, 30, 28, 2 ];

// Expected probabilities:
var y = [ 0.40, 0.20, 0.20, 0.15, 0.05 ];

var res = chi2gof( x, y );
var o = res.toJSON();
/* returns
    {
        'rejected': true,
        'alpha': 0.05,
        'pValue': ~0.0187,
        'df': 3,
        'statistic': ~9.9901,
        ...
    }
*/

When specifying a discrete probability distribution name, distribution parameters must be provided as additional arguments.

var Int32Array = require( '@stdlib/array/int32' );
var discreteUniform = require( '@stdlib/random/base/discrete-uniform' );

var res;
var x;
var v;
var i;

// Simulate expected counts...
x = new Int32Array( 100 );
for ( i = 0; i < x.length; i++ ) {
    v = discreteUniform( 0, 99 );
    x[ v ] += 1;
}

res = chi2gof( x, 'discrete-uniform', 0, 99 );
// returns {...}

The function accepts the following options:

• alpha: significance level of the hypothesis test. Must be on the interval [0,1]. Default: 0.05.
• ddof: "delta degrees of freedom" adjustment. Must be a nonnegative integer. Default: 0.
• simulate: boolean indicating whether to calculate p-values by Monte Carlo simulation. Default: false.
• iterations: number of Monte Carlo iterations. Default: 500.

By default, the test is performed at a significance level of 0.05. To adjust the significance level, set the alpha option.

var x = [ 89, 37, 30, 28, 2 ];
var p = [ 0.40, 0.20, 0.20, 0.15, 0.05 ];

var res = chi2gof( x, p );

var table = res.toString();
/* e.g., returns

    Chi-square goodness-of-fit test

    Null hypothesis: population probabilities are equal to those in p

        pValue: 0.0186
        statistic: 9.9901
        degrees of freedom: 3

    Test Decision: Reject null in favor of alternative at 5% significance level

*/

res = chi2gof( x, p, {
    'alpha': 0.01
});

table = res.toString();
/* e.g., returns

    Chi-square goodness-of-fit test

    Null hypothesis: population probabilities are equal to those in p

        pValue: 0.0186
        statistic: 9.9901
        degrees of freedom: 3

    Test Decision: Fail to reject null in favor of alternative at 1% significance level

*/

By default, the p-value is computed using a chi-square distribution with k-1 degrees of freedom, where k is the length of x. If provided distribution arguments are estimated (e.g., via maximum likelihood estimation), the degrees of freedom should be corrected. Set the ddof option to use k-1-n degrees of freedom, where n is the degrees of freedom adjustment.

var x = [ 89, 37, 30, 28, 2 ];
var p = [ 0.40, 0.20, 0.20, 0.15, 0.05 ];

var res = chi2gof( x, p, {
    'ddof': 1
});

var o = res.toJSON();
// returns { 'pValue': ~0.0186, 'statistic': ~9.9901, 'df': 3, ... }

Instead of relying on chi-square approximation to calculate the p-value, one can use Monte Carlo simulation. When the simulate option is true, the simulation is performed by re-sampling from the discrete probability distribution specified by y.

var x = [ 89, 37, 30, 28, 2 ];
var p = [ 0.40, 0.20, 0.20, 0.15, 0.05 ];

var res = chi2gof( x, p, {
    'simulate': true,
    'iterations': 1000 // explicitly set the number of Monte Carlo simulations
});
// returns {...}

The function returns a results object having the following properties:

• alpha: significance level.
• rejected: boolean indicating the test decision.
• pValue: test p-value.
• statistic: test statistic.
• df: degrees of freedom.
• method: test name.
• toString: serializes results as formatted test output.
• toJSON: serializes results as a JSON object.

To print formatted test output, invoke the toString method. The method accepts the following options:

• digits: number of displayed decimal digits. Default: 4.
• decision: boolean indicating whether to show the test decision. Default: true.

var x = [ 89, 37, 30, 28, 2 ];
var p = [ 0.40, 0.20, 0.20, 0.15, 0.05 ];

var res = chi2gof( x, p );

var table = res.toString({
    'decision': false
});
/* e.g., returns

    Chi-square goodness-of-fit test

    Null hypothesis: population probabilities are equal to those in p

        pValue: 0.0186
        statistic: 9.9901
        degrees of freedom: 3

*/