On the Chi-Square Test when the Parameters are Estimated Independently of the Sample
- 1 September 1972
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 67 (339) , 609
- https://doi.org/10.2307/2284448
Abstract
If the parameters are estimated independently of the sample, the chi-square test statistic for a goodness of fit test has a limiting distribution that is stochastically larger than that of the test of fit for a completely specified distribution. Thus, if the critical values for the test of fit for a completely specified distribution are incorrectly used, the probability that we will reject the null hypothesis when it is true is greater than the desired level of significance.Keywords
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