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How are expected frequencies computed for goodness-of-fit tests?

Short Answer

Expert verified
Expected frequencies are calculated by multiplying the total observations by the theoretical probabilities for each category.

Step by step solution

01

Understanding the Goodness-of-Fit Test

A goodness-of-fit test checks whether observed data fits a specific distribution. This test requires computing expected frequencies under the assumed distribution, which will be compared to observed frequencies.
02

Identify Total Observations

Determine the total number of observations, denoted as \( N \). This represents the sum of all observed frequencies in the sample.
03

Determine Probabilities for Each Category

Based on the assumed distribution, determine the theoretical probability \( p_i \) for each category \( i \). These probabilities usually depend on the specified statistical distribution, such as uniform or normal.
04

Compute Expected Frequencies

Calculate the expected frequency for each category using the formula \( E_i = N \times p_i \), where \( E_i \) is the expected frequency for category \( i \). This formula is applied to each category to obtain all expected frequencies.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Expected Frequencies
When performing a Goodness-of-Fit Test, expected frequencies play a crucial role. These frequencies represent what we would expect if our data perfectly followed the assumed statistical distribution. To find the expected frequencies, we first need to determine the total number of observations. Let's call this total number \( N \). Each category in your data has a specified probability according to a theoretical model. By multiplying this probability \( p_i \) by the total number of observations \( N \), you get the expected frequency \( E_i \) for that category.
  • Formula: \( E_i = N \times p_i \)
This calculation ensures that you have all the expected numbers for each category, allowing you to perform the Goodness-of-Fit Test effectively.
Observed Frequencies
Observed frequencies are the actual counts of observations you've collected in your study or experiment. These frequencies tell you exactly how many instances fell into each category of your data. It's these real-world numbers that you will be comparing to your expected frequencies to see if your data matches the theoretical model you're testing.
  • The observed frequency shows what actually happened in your data collection.
  • They are crucial for determining the fit against the expected counts computed under a specific statistical model.
Understanding both the observed and the expected allows you to see the discrepancies between the real and the theoretical distributions.
Statistical Distribution
To perform a Goodness-of-Fit Test, it's essential to understand the concept of a statistical distribution. A statistical distribution describes how the values of a variable are spread or distributed.

Types of Statistical Distributions

Some common types include:
  • Uniform Distribution: Every outcome is equally likely.
  • Normal Distribution: Data forms a bell curve with most observations around a central peak.
  • Binomial Distribution: Based on binary outcomes, like flipping a coin.
Your choice of distribution affects both the expected frequencies and the interpretation of the test results. Accurately identifying which distribution applies to your data is key for reliable analysis.
Theoretical Probability
Theoretical probability provides the basis for predicting expected frequencies in statistical analysis. It is determined by a mathematical model that represents the likelihood of different outcomes.
  • It assumes perfect conditions without actual experimentation.
  • Theoretical probability for a category, \( p_i \), is used to calculate expected frequencies by applying it to the total number of observations \( N \).
Understanding these probabilities helps in setting up a Goodness-of-Fit Test, as they define what should theoretically happen if the statistical assumptions hold true. When compared to observed frequencies, these theoretical probabilities provide insight into how well the data matches the model.

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Most popular questions from this chapter

You don't need to be rich to buy a few shares in a mutual fund. The question is, how reliable are mutual funds as investments? This depends on the type of fund you buy. The following data are based on information taken from Morningstar, a mutual fund guide available in most libraries. A random sample of percentage annual returns for mutual funds holding stocks in aggressive- growth small companies is shown below. \(\begin{array}{rrrrrrrrrr}-1.8 & 14.3 & 41.5 & 17.2 & -16.8 & 4.4 & 32.6 & -7.3 & 16.2 & 2.8 \\ -10.6 & 8.4 & -7.0 & -2.3 & -18.5 & 25.0 & -9.8 & -7.8 & -24.6 & 22.8\end{array}\) \(34.3\) Use a calculator to verify that \(s^{2} \approx 348.43\) for the sample of aggressive-growth small company funds. Another random sample of percentage annual returns for mutual funds holding value (i.e., market underpriced) stocks in large companies is shown below. \(3.4\) \(\begin{array}{rrrrrrrrrr}16.2 & 0.3 & 7.8 & -1.6 & -3.8 & 19.4 & -2.5 & 15.9 & 32.6 & 22.1 \\ -0.5 & -8.3 & 25.8 & -4.1 & 14.6 & 6.5 & 18.0 & 21.0 & 0.2 & -1.6\end{array}\) Use a calculator to verify that \(s^{2}=137.31\) for value stocks in large companies. Test the claim that the population variance for mutual funds holding aggressive-growth small stocks is larger than the population variance for mutual funds holding value stocks in large companies. Use a \(5 \%\) level of significance. How could your test conclusion relate to the question of reliability of returns for each type of mutual fund?

A civil engineer has been studying the frequency of vehicle accidents on a certain stretch of interstate highway. Longterm history indicates that there has been an average of \(1.72\) accidents per day on this section of the interstate. Let \(r\) be a random variable that represents number of accidents per day. Let \(O\) represent the number of observed accidents per day based on local highway patrol reports. A random sample of 90 days gave the following information. $$ \begin{array}{l|rrrrc} \hline \boldsymbol{r} & 0 & 1 & 2 & 3 & 4 \text { or more } \\ \hline 0 & 22 & 21 & 15 & 17 & 15 \\ \hline \end{array} $$ (a) The civil engineer wants to use a Poisson distribution to represent the probability of \(r\), the number of accidents per day. The Poisson distribution is $$ P(r)=\frac{e^{-\lambda} \lambda^{r}}{r !} $$ where \(\lambda=1.72\) is the average number of accidents per day. Compute \(P(r)\) for \(r=0,1,2,3\), and 4 or more. (b) Compute the expected number of accidents \(E=90 P(r)\) for \(r=0,1,2,3\), and 4 or more. (c) Compute the sample statistic \(\chi^{2}=\Sigma \frac{(O-E)^{2}}{E}\) and the degrees of freedom. (d) Test the statement that the Poisson distribution fits the sample data. Use a \(1 \%\) level of significance.

The fan blades on commercial jet engines must be replaced when wear on these parts indicates too much variability to pass inspection. If a single fan blade broke during operation, it could severely endanger a flight. A large engine contains thousands of fan blades, and safety regulations require that variability measurements on the population of all blades not exceed \(\sigma^{2}=0.18 \mathrm{~mm}^{2}\). An engine inspector took a random sample of 61 fan blades from an engine. She measured each blade and found a sample variance of \(0.27\) \(\mathrm{mm}^{2}\). Using a \(0.01\) level of significance, is the inspector justified in claiming that all the engine fan blades must be replaced? Find a \(90 \%\) confidence interval for the population standard deviation.

The Fish and Game Department stocked Lake Lulu with fish in the following proportions: \(30 \%\) catfish, \(15 \%\) bass, \(40 \%\) bluegill, and \(15 \%\) pike. Five years later it sampled the lake to see if the distribution of fish had changed. It found that the 500 fish in the sample were distributed as follows. \(\begin{array}{cccc}\text { Catfish } & \text { Bass } & \text { Bluegill } & \text { Pike } \\ 120 & 85 & 220 & 75\end{array}\) In the 5 -year interval, did the distribution of fish change at the \(0.05\) level?

To use the \(F\) distribution, what degrees of freedom need to be calculated?

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