[R] Query: chi square test

From: priti desai <priti.desai_at_kalyptorisk.com>
Date: Tue 11 Jul 2006 - 00:00:45 EST


Hi,
  I have calculated chi-square goodness of fit test,Sample coming from Poisson distribution.
please copy this script in R & run the script The R script is as follows

########################## start
#########################################

No_of_Frauds<-
c(4,1,6,9,9,10,2,4,8,2,3,0,1,2,3,1,3,4,5,4,4,4,9,5,4,3,11,8,12,3,10,0,7)

lambda<- mean(No_of_Frauds)  

# Chi-Squared Goodness of Fit Test

# Ho: The data follow a specified distribution Vs H1: Not Ho

# observed frequencies

variable.cnts <- table(No_of_Frauds)
variable.cnts

variable.cnts.prs <- dpois(as.numeric(names(variable.cnts)), lambda) variable.cnts.prs

variable.cnts <- c(variable.cnts, 0)
variable.cnts
variable.cnts.prs <- c(variable.cnts.prs, 1-sum(variable.cnts.prs))
variable.cnts.prs

tst <- chisq.test(variable.cnts, p=variable.cnts.prs) Tst

######################### end ########################################


The result of R is as follows

Warning message:
Chi-squared approximation may be incorrect in: chisq.test(variable.cnts, p = variable.cnts.prs)
> tst

        Chi-squared test for given probabilities

data: variable.cnts
X-squared = 40.5614, df = 13, p-value = 0.0001122

But I have done calculations in Excel. I am getting different answer.

Observed = 2,3,3,5,7,2,1,1,2,3,2,1,1,0
Expected=0.251005528,1.224602726,2.987288468,4.85811559,5.925428863,5.78 1782103,4.701348074,3.276697142,1.998288788,1.083247457,0.528493456,0.23 4400679,0.095299266,0.035764993

 Estimated Parameter =4.878788

Chi square stat = 0.000113

My excel answer tally with the book which I have refer for excel. Please tell me the correct calculation in R. And how to interprit the results in R.
Because actually data should fit for Poisson dist.

Thanks.
Regards.
Priti.



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