[R] Query : Chi Square goodness of fit test

Jacques VESLOT jacques.veslot at good.ibl.fr
Fri Jun 30 16:01:32 CEST 2006


 > chisq.test(counts, p=Expected/sum(Expected), simulate.p.value =FALSE, correct = FALSE)

         Chi-squared test for given probabilities

data:  counts
X-squared = 40.5207, df = 13, p-value = 0.0001139

Warning message:
l'approximation du Chi-2 est peut-être incorrecte in: chisq.test(counts, p = Expected/sum(Expected), 
simulate.p.value = FALSE,

but the use of Chi2 test is incorrect since some of Expected frequencies are lower than 5.

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Jacques VESLOT

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priti desai a écrit :
> 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.
> 
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