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#1
05-16-2007, 05:35 PM
 Of course Member Join Date: Jul 2004 Posts: 76
Chi Squared

1000 random numbers in 20 categories. How many degrres of freedom you guys used? I wasn't sure between 19 and 20 but i picked 20...
#2
05-16-2007, 05:38 PM
 Strategery Member SOA AAA Join Date: Dec 2006 Location: NY Studying for FAC Favorite beer: Yuengling Posts: 65

Quote:
 Originally Posted by Of course 1000 random numbers in 20 categories. How many degrres of freedom you guys used? I wasn't sure between 19 and 20 but i picked 20...
19 I think. (# groups) - (# estimated parameters) - (1). You didn't estimate any parameters, so it's just 20-1 = 19. I don't believe it would be 20 under any circumstances. Someone call me out if I'm totally off on this.
#3
05-16-2007, 05:40 PM
Anyone get E for that question?

I think it was E for the Chi-Squared, was that right? I just remember getting a statistic that was way larger than the values of that in the Chi-Square distribution table so you reject at all levels?
#4
05-16-2007, 05:42 PM
 Strategery Member SOA AAA Join Date: Dec 2006 Location: NY Studying for FAC Favorite beer: Yuengling Posts: 65

Yes, now that you mention it I think I got E too. I know there was one Chi-Square problem where I rejected at all levels, so it might have been that one.
#5
05-16-2007, 05:48 PM
 ultfrisbee Member SOA Join Date: Feb 2007 Studying for those FAP modules Posts: 798

37 was my stat
#6
05-16-2007, 05:51 PM
 green_alien Join Date: Nov 2004 Posts: 25

Quote:
 Originally Posted by Strategery Yes, now that you mention it I think I got E too. I know there was one Chi-Square problem where I rejected at all levels, so it might have been that one.
Is this the likelihood ratio test problem? I recall rejecting it all levels.
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#7
05-16-2007, 06:00 PM
 Strategery Member SOA AAA Join Date: Dec 2006 Location: NY Studying for FAC Favorite beer: Yuengling Posts: 65

Quote:
 Originally Posted by green_alien Is this the likelihood ratio test problem? I recall rejecting it all levels.
Hmm, now I'm confused. For the likelihood ratio test, I'm almost certain I rejected at all levels....was there only 1 degree of freedom for that? That's what I assumed, and I rejected everywhere.

So maybe I rected at all levels for both of these problems, but for sure the likelihood ratio test. I was less confident in that answer though.
#8
05-16-2007, 06:18 PM
 green_alien Join Date: Nov 2004 Posts: 25

Quote:
 Originally Posted by Strategery Hmm, now I'm confused. For the likelihood ratio test, I'm almost certain I rejected at all levels....was there only 1 degree of freedom for that? That's what I assumed, and I rejected everywhere. So maybe I rected at all levels for both of these problems, but for sure the likelihood ratio test. I was less confident in that answer though.
I assumed that df = 1, as well and got a large answer that it had to be rejected at all levels. I guessed on the pseudo-U(0,1) problem, though.
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#9
05-16-2007, 08:54 PM
 mreevit Member SOA Join Date: Nov 2006 Posts: 436

Quote:
 Originally Posted by Of course 1000 random numbers in 20 categories. How many degrres of freedom you guys used? I wasn't sure between 19 and 20 but i picked 20...

you're given 20 intervals with 1/20 * 1000 expected in each one. So you need the sum of (O-E)^2/E for 20 observations. the expected for each interval was the same so ...the test stat is

(Sum(O^2) -SUM(100*O) +20*20^2)/20

all of this can be figured out but the Sum(O)

How did you calculate this?
#10
05-16-2007, 09:00 PM
 beck Member Join Date: Oct 2006 Posts: 349

Quote:
 Originally Posted by mreevit How the hell was this one done? you're given 20 intervals with 1/20 * 1000 expected in each one. So you need the sum of (O-E)^2/E for 20 observations. the expected for each interval was the same so ...the test stat is (Sum(O^2) -SUM(100*O) +20*20^2)/20 all of this can be figured out but the Sum(O) How did you calculate this?
i was wondering the same thing, the answer seemed to be JUST there, but i couldnt get it .....

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