[R] Query : Chi Square goodness of fit test
priti desai
priti.desai at kalyptorisk.com
Fri Jun 30 15:22:52 CEST 2006
I want to calculate chi square test of goodness of fit to test,
Sample coming from Poisson distribution.
please copy this script in R & run the script
The R script is as follows
########################## start
#########################################
No_of_Frouds<-
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)
N <- length(No_of_Frouds)
# Estimation of Parameter
lambda<- sum(No_of_Frouds)/N
lambda
pmf <- dpois(i, lambda, log = FALSE)
step_function <- ppois(i, lambda, lower.tail = TRUE, log.p = FALSE)
# Chi-Squared Goodness of Fit Test
# Ho: The data follow a Poisson distribution Vs H1: Not Ho
Frauds <- c(1:13)
counts<- c(2,3,3,5,7,2,1,1,2,3,2,1,1,0) # Observed frequency
Expected
<-c(0.251005528,1.224602726,2.987288468,4.85811559,5.925428863,5.7817821
03,4.701348074,3.276697142,1.998288788,1.083247457,0.528493456,0.2344006
79,0.095299266,0.035764993)
chisq.test(counts, Expected, simulate.p.value =FALSE, correct = FALSE)
######################### end ########################################
The result of R is as follows
Pearson's Chi-squared test
data: counts and poisson_fit
X-squared = 70, df = 65, p-value = 0.3135
Warning message:
Chi-squared approximation may be incorrect in: chisq.test(counts,
poisson_fit, simulate.p.value = FALSE, correct = FALSE)
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 calculations in R.
########################################################################
######################
Awaiting your positive reply.
Regards.
Priti.
More information about the R-help
mailing list