Skip to main content
Article thumbnail
Location of Repository

The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data

By Jeremy Smith


In this paper we conduct a Monte Carlo study to determine the power of\ud Pearson’s overall goodness-of-fit test as well as the “Pearson analog” tests (see\ud Anderson (1994)) to detect rejections due to shifts in variance, skewness and kurtosis,\ud as we vary the number and location of the partition points. Simulations are conducted\ud for small and moderate sample sizes. While it is generally recommended that to\ud improve the power of the goodness-of-fit test the partition points are equiprobable, we\ud find that power can be improved by the use of non-equiprobable partitions

Topics: HB
Publisher: University of Warwick, Department of Economics
DOI identifier: 10.1081/ETC-200040782
OAI identifier:

Suggested articles


  1. (1976). A method for simulating stable random variables”. doi
  2. (1979). A probability distribution and its uses in fitting data”. doi
  3. (2003). An evaluation of tests of distributional forecasts”, doi
  4. (1999). Asymmetric density forecasts of inflation and the Bank of England’s fan chart”. doi
  5. (1999). Chance and stability, stable distributions and their applications. VSP Utrecht, The Netherlands. doi
  6. (1990). Chi-squared goodness-of-fit tests: cell selection and power”. doi
  7. (2003). Chi-squared tests of interval and density forecasts, and the Bank of England’s fan charts”. doi
  8. (1994). Financial applications of stable distributions. doi
  9. (1973). How many classes in the Pearson chi-square test?”, doi
  10. (1999). Kendall’s advanced theory of statistics, doi
  11. (1963). New methods in statistical economics”. doi
  12. (1996). Nonparametric tests of stochastic dominance in income distributions”. doi
  13. (1950). On the choice of the number and width of classes for the chi-square test of goodness-of-fit”, doi
  14. (1942). On the choice of the number of class intervals in the application of the chi-square test”. doi
  15. (1943). On the reliability of the classical chi-square test”. doi
  16. (1994). Simple tests of distributional form”, doi
  17. (2000). Stable Paretian models in finance. doi
  18. (1965). The behaviour of stock market prices”. doi
  19. (1963). The number and width of classes in chi-square test”. doi
  20. (1985). The number of classes in chi-squared goodness-of-fit tests”. doi
  21. (2003). The performance of SETAR models by regime: a conditional evaluation of interval and density forecasts”, doi
  22. (1975). Unbiasedness of the chi-square, likelihood ratio, and other goodness of fit tests for the equal cell case”, doi

To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.