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Main Authors: Perkins, William, Tygert, Mark, Ward, Rachel
Format: Preprint
Published: 2012
Subjects:
Online Access:https://arxiv.org/abs/1201.1431
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author Perkins, William
Tygert, Mark
Ward, Rachel
author_facet Perkins, William
Tygert, Mark
Ward, Rachel
contents Goodness-of-fit tests based on the Euclidean distance often outperform chi-square and other classical tests (including the standard exact tests) by at least an order of magnitude when the model being tested for goodness-of-fit is a discrete probability distribution that is not close to uniform. The present article discusses numerous examples of this. Goodness-of-fit tests based on the Euclidean metric are now practical and convenient: although the actual values taken by the Euclidean distance and similar goodness-of-fit statistics are seldom humanly interpretable, black-box computer programs can rapidly calculate their precise significance.
format Preprint
id arxiv_https___arxiv_org_abs_1201_1431
institution arXiv
publishDate 2012
record_format arxiv
spellingShingle An introduction to how chi-square and classical exact tests often wildly misreport significance and how the remedy lies in computers
Perkins, William
Tygert, Mark
Ward, Rachel
Methodology
Computation
Goodness-of-fit tests based on the Euclidean distance often outperform chi-square and other classical tests (including the standard exact tests) by at least an order of magnitude when the model being tested for goodness-of-fit is a discrete probability distribution that is not close to uniform. The present article discusses numerous examples of this. Goodness-of-fit tests based on the Euclidean metric are now practical and convenient: although the actual values taken by the Euclidean distance and similar goodness-of-fit statistics are seldom humanly interpretable, black-box computer programs can rapidly calculate their precise significance.
title An introduction to how chi-square and classical exact tests often wildly misreport significance and how the remedy lies in computers
topic Methodology
Computation
url https://arxiv.org/abs/1201.1431