Minimum Chi-Squared Estimation Using Independent Statistics

Information Divergence is more chi squared distributed than the chi squared statistics

For testing goodness of fit it is very popular to use either the χ-statistic or G-statistics (information divergence). Asymptotically both are χ-distributed so an obvious question is which of the two statistics that has a distribution that is closest to the χ-distribution. Surprisingly, when there is only one degree of freedom it seems like the distribution of information divergence is much bet...

CHI-Squared Test of Independence

Chi-square (X) test is a nonparametric statistical analyzing method often used in experimental work where the data consist in frequencies or ‘counts’ – for example the number of boys and girls in a class having their tonsils out – as distinct from quantitative data obtained from measurement of continuous variables such as temperature, height, and so on. The most common use of the test is to ass...

ON AN INDEPENDENT RESULT USING ORDER STATISTICS AND THEIR CONCOMITANT

Let X1;X2;...;Xn have a jointly multivariate exchangeable normal distribution. In this work we investigate another proof of the independence of X and S2 using order statistics. We also assume that (Xi ; Yi); i =1; 2;...; n; jointly distributed in bivariate normal and establish the independence of the mean and the variance of concomitants of order statistics.

The Estimation Problem of Minimum Mean Squared Error

Chi squared automatic interaction detector pdf