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Small-sample comparison of the exact and asymptotic upper tail probabilities of chi-squared goodness-of-fit statistics: the binomila and the mixture binomial
Abstract:The exact and asymptotic upper tail probabilities (α = .10, .05, .01, .001) of the three chi-squared goodness-of-fit statistics Pearson's X 2, likelihood ratioG 2, and powerdivergence statisticD 2(λ), with λ= 2/3 are compared by complete enumeration for the binomial and the mixture binomial. For the two-component mixture binomial, three cases have been distinguished. 1. Both success probabilities and the mixing weights are unknwon. 2. One of the two success probabilities is known. And 3., the mixing weights are known. The binomial was investigated for the number of cellsk, being between 3 and 6 with sample sizes between 5 and 100, for k = 7 with sample sizes between 5 and 45, and for k = 10 with sample sizes ranging from 5 to 20. For the mixture binomial, solely k = 5 cells were considered with sample sizes from 5 to 100 and k = 8 cells with sample sizes between 4 and 20. Rating the relative accuracy of the chi-squared approximation in terms of ±10% and ±20% intervals around α led to the following conclusions for the binomial: 1. Using G2 is not recommendable. 2. At the significance levels α=.10 and α=.05X 2 should be preferred over D 2; D 2 is the best choice at α = .01. 3. Cochran's (1954; Biometrics, 10, 417-451) rule for the minimum expectation when using X 2 seems to generalize to the binomial for G 2 and D 2 ; as a compromise, it gives a rather strong lower limit for the expected cell frequencies in some circumstances, but a rather liberal in others. To draw similar conclusions concerning the mixture binomial was not possible, because in that case, the accuracy of the chi-squared approximation is not only a function of the chosen test statistic and of the significance level, but also heavily depends on the numerical value of theinvolved unknown parameters and on the hypothesis to be tested. Thereto, the present study may give rise only to warnings against the application of mixture models to small samples.
Keywords:Asymptotic approximation  multinomial distribution  numerical evaluation  null hypotheses involving parameter estimation  relative error
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