Solving Chi-Square Method w/ Poisson Distribution

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SUMMARY

The discussion focuses on applying the Chi-Square method to assess the goodness of fit for a Poisson distribution using MATLAB. The exercise involves fitting a Poisson distribution to traffic data collected over 300 intervals and calculating the Pearson's Chi-Square statistic. The user seeks clarification on determining the expected values (E_i) for the Chi-Square formula and calculating the P*-value, which is defined as P(D>=d|model is correct). The community suggests referencing a Chi-Square table to find the P*-value corresponding to the calculated Chi-Square statistic.

PREREQUISITES
  • Understanding of Poisson distribution and its application in modeling light traffic.
  • Familiarity with MATLAB for statistical programming.
  • Knowledge of Chi-Square statistics and hypothesis testing.
  • Ability to interpret statistical tables, specifically Chi-Square tables.
NEXT STEPS
  • Learn how to fit a Poisson distribution using MATLAB's statistical toolbox.
  • Study the method of moments for parameter estimation in Poisson distributions.
  • Research the calculation and interpretation of Pearson's Chi-Square statistic.
  • Explore the use of Chi-Square tables for determining P*-values in hypothesis testing.
USEFUL FOR

Statisticians, data analysts, and researchers working with traffic data or those interested in statistical modeling and hypothesis testing using the Chi-Square method.

Erikve
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Hi,

I trying to complete an exercise, but I have the idea that it is completely wrong what I'm doing. I use Matlab to program the exercise, and that is not the problem.

The exercise is:
The poisson distribution has been used as model for light traffic. That is based on the rationale that the rate of passing cars is constant and the traffic is light such that the cars move independently from each other. The data traffic (see beyond) contains the number of cars passing a crossing in 300 3-minute intervals, counted on various hours of the day and various days of the week. Column one gives the number of cars n, column two the number of intervals with n cars.

0 14
1 30
2 36
3 68
4 44
5 43
6 30
7 14
8 10
9 6
10 5

a. Use the method of moments to fit a Possion distribution to the data.
b. test the goodness of fit using Pearsons chi-square statistic. Calculate the P^*-value
c. Comment on the fit. Give a detailed explanation for the result.

Part a looks like very easy, so that was not a problem to do. I have only no idea what they mean in part b. I have the formula:
X^2=sum((O_i-E_i)^2/E_i with O_i the observed data and E_i the expectation value. But what will be E_i? An element of the possion dist. or something different?

Second question is about the value of p^*. How can I calculate it? I have seen the definition p^*=P(D>=d|model is correct) where D is the difference between the model and the expectation value. But what is d? That should be a value for you think that the method is good... And if I have d and D, I have totally no idea how to calculate P^* :(

Thanks for your answers and your time!
 
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E_i can be anything you want; typically 0.

Look at a Chi-sq table; the P* will be stated for the X^2 you have calculated.
 

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