[R] Query: chi square test
priti desai
priti.desai at kalyptorisk.com
Mon Jul 10 16:00:45 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.
Because actually data should fit for Poisson dist.
Thanks.
Regards.
Priti.
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