Example: The Chi-squared Goodness-of-fit Test

In this example, a discrete binomial random sample of size 1000 with binomial parameter
p = 0.3 and binomial sample size 5 is generated via Random.nextBinomial. Random.setSeed is first used to set the seed. After the ChiSquaredTest constructor is called, the random observations are added to the test one at a time to simulate streaming data. The Chi-squared statistic, p -value, and Degrees of freedom are then computed and printed.

import com.imsl.stat.*;

public class ChiSquaredTestEx1 {
    public static void main(String args[]) {
        //	Seed the random number generator
        Random rn = new Random();
        rn.setSeed(123457);
        rn.setMultiplier(16807);
        
        //	Construct a ChiSquaredTest object
        CdfFunction bindf = new CdfFunction() {
            public double cdf(double x)	{
                return Cdf.binomial((int)x, 5, 0.3);
            }
        };
        
        double	cutp[] = {0.5, 1.5, 2.5, 3.5, 4.5};
        int		nParameters = 0;
        ChiSquaredTest cst = new ChiSquaredTest(bindf, cutp, nParameters);
        for (int i = 0; i < 1000; i++) {
            cst.update(rn.nextBinomial(5, 0.3), 1.0);
        }
        
        //	Print goodness-of-fit test statistics
        System.out.println("The Chi-squared statistic is "
        + cst.getChiSquared());
        System.out.println("The P-value is "+cst.getP());
        System.out.println("The Degrees of freedom are "
        + cst.getDegreesOfFreedom());
        
    }
}

Output

The Chi-squared statistic is 4.79629666357389
The P-value is 0.44124295720552564
The Degrees of freedom are 5.0

Link to Java source.