Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
[test by reto]
Authors: George Marsaglia
Title: Monkeying with the Goodness-of-Fit Test
Abstract: The familiar Σ(OBS - EXP) 2/EXP goodness-of-fit measure is commonly used to test whether an observed sequence came from the realization of n independent identically distributed (iid) discrete random variables. It can be quite effective for testing for identical distribution, but is not suited for assessing independence, as it pays no attention to the order in which output values are received. This note reviews a way to adjust or tamper, that is, monkey-with the classical test to make it test for independence as well as identical distribution--in short, to test for both the i's in iid, using monkey tests similar to those in the Diehard Battery of Tests of
Randomness (Marsaglia 1995).

Page views:: 5825. Submitted: 2005-05-01. Published: 2005-09-20.
Paper: Monkeying with the Goodness-of-Fit Test     Download PDF (Downloads: 5656)
monkey.pdf: Monkey Tests for Random Number Generators Download (Downloads: 3583; 104KB)

DOI: 10.18637/jss.v014.i13

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.