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Should we change the distribution equality test in the test suite?

Open axch opened this issue 9 years ago • 1 comments

Right now it uses either one-sample or two-sample chi^2, depending on whether one of the desired distributions is assessable. I recently found myself investigating the wisdom and appropriateness of this choice; results at https://github.com/probcomp/Venturecxx/blob/master/doc/on-comparing-discrete-distributions.md . Should we actually change anything?

axch avatar Jan 06 '16 17:01 axch

For the record, the G-test is identical up to a multiplicative constant to what Jaynes calls the psi-test in Sec. 9.11 'Significance tests'.

riastradh-probcomp avatar Jan 06 '16 19:01 riastradh-probcomp