[R] Query:chi-squre test
priti desai
priti.desai at kalyptorisk.com
Mon Jul 10 15:44:43 CEST 2006
Hi,
I have calculated chi-square goodness of fit test,Sample coming from
Poisson distribution.
please copy this script in R & run the script
The R script is as follows
########################## start
#########################################
No_of_Frauds<-
c(4,1,6,9,9,10,2,4,8,2,3,0,1,2,3,1,3,4,5,4,4,4,9,5,4,3,11,8,12,3,10,0,7)
lambda<- mean(No_of_Frauds)
# Chi-Squared Goodness of Fit Test
# Ho: The data follow a specified distribution Vs H1: Not Ho
# observed frequencies
variable.cnts <- table(No_of_Frauds)
variable.cnts
variable.cnts.prs <- dpois(as.numeric(names(variable.cnts)), lambda)
variable.cnts.prs
variable.cnts <- c(variable.cnts, 0)
variable.cnts
variable.cnts.prs <- c(variable.cnts.prs, 1-sum(variable.cnts.prs))
variable.cnts.prs
tst <- chisq.test(variable.cnts, p=variable.cnts.prs)
Tst
######################### end ########################################
The result of R is as follows
Warning message:
Chi-squared approximation may be incorrect in: chisq.test(variable.cnts,
p = variable.cnts.prs)
> tst
Chi-squared test for given probabilities
data: variable.cnts
X-squared = 40.5614, df = 13, p-value = 0.0001122
But I have done calculations in Excel. I am getting different answer.
Observed = 2,3,3,5,7,2,1,1,2,3,2,1,1,0
Expected=0.251005528,1.224602726,2.987288468,4.85811559,5.925428863,5.78
1782103,4.701348074,3.276697142,1.998288788,1.083247457,0.528493456,0.23
4400679,0.095299266,0.035764993
Estimated Parameter =4.878788
Chi square stat = 0.000113
My excel answer tally with the book which I have refer for excel.
Please tell me the correct calculation in R.
And how to interprit the results in R.
Thanks.
Regards.
Priti.
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