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TESTING THE CONCORDANCE OF EVENTS WITH THEIR PROBABILITIES
Author(s) -
Moran P. A. P.
Publication year - 1983
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1983.tb01200.x
Subject(s) - concordance , normality , convergence (economics) , mathematics , statistics , set (abstract data type) , statistical hypothesis testing , distribution (mathematics) , computer science , medicine , mathematical analysis , economics , programming language , economic growth
Summary A test due to D. R. Cox (1958a, 1958b) for the agreement between an observed set of independent events and independently prescribed probabilities is considered. Although the exact distribution can be found for small numbers of events this is often not possible. A method of modifying the scoring system slightly is shown to result in much simpler calculation with very little loss in power. The exact distribution is desirable because of slow convergence to normality. The logic of using a simulation test is considered.