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Statistics.GOFChi2Test Function

The Chi-Squared goodness of fit test.

Pascal
procedure GOFChi2Test(const O: TVec; const E: TVec; NumSamples: Integer; DegF: Integer; out hRes: THypothesisResult; out Signif: double; hType: THypothesisType = htTwoTailed; Alpha: double = 0.05); overload;
Parameters 
Description 
Observed frequencies. 
Estimated (theoretical) frequencies. 
NumSamples 
Number of samples in original data vector. 
DegF 
Degrees of freedom for Chi2 statistics. 
hRes 
Returns the result of the null hypothesis (default assumption is that data comes from specific distribution). 
Signif 
(Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. 
hType 
Defines the type of the null hypothesis (left, right and two - tailed). 
Alpha 
Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected. 

Performs the Chi-squared goodness of fit test to test if data is coming from specific distribution.

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