Chi-squared Goodness-of-fit Test

Example: The Chi-squared Goodness-of-fit Test

In this example, a discrete binomial random sample of size 1000 with binomial parameter
p = 0.3 and binomial sample size 5 is generated via Random.nextBinomial. Random.setSeed is first used to set the seed. After the ChiSquaredTest constructor is called, the random observations are added to the test one at a time to simulate streaming data. The Chi-squared statistic, p -value, and Degrees of freedom are then computed and printed.

using System;
using Imsl.Stat;

public class ChiSquaredTestEx1 : ICdfFunction
{
	public double CdfFunction(double x)
	{
		return Cdf.Binomial((int) x, 5, 0.3);
	}

	public static void  Main(String[] args)
	{
		//	Seed the random number generator
		Imsl.Stat.Random rn = new Imsl.Stat.Random(123457);
		rn.Multiplier = 16807;
		
		//	Construct a ChiSquaredTest object
		ICdfFunction bindf = new ChiSquaredTestEx1();
		
		double[] cutp = new double[]{0.5, 1.5, 2.5, 3.5, 4.5};
		int nParameters = 0;
		ChiSquaredTest cst = 
			new ChiSquaredTest(bindf, cutp, nParameters);
		for (int i = 0; i < 1000; i++)
		{
			cst.Update(rn.NextBinomial(5, 0.3), 1.0);
		}
		
		//	Print goodness-of-fit test statistics
		Console.Out.WriteLine
			("The Chi-squared statistic is " + cst.ChiSquared);
		Console.Out.WriteLine("The P-value is " + cst.P);
		Console.Out.WriteLine
			("The Degrees of freedom are " + cst.DegreesOfFreedom);
	}
}

Output

The Chi-squared statistic is 4.79629666357385
The P-value is 0.441242957205531
The Degrees of freedom are 5
Imsl.Stat.ChiSquaredTest: An expected value is less than five.

Link to C# source.