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 4.79629666357389
The P-value is 0.441242957205526
The Degrees of freedom are 5
Imsl.Stat.ChiSquaredTest: An expected value is less than five.

Link to C# source.