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Statsmodels: statistical modeling and econometrics in Python
http://www.statsmodels.org/devel/
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ENH: equivalence testing for multinomial sample #7067

Open josef-pkt opened 3 years ago

josef-pkt commented 3 years ago

found by chance (while looking at diagnostic for multinomial models) https://en.wikipedia.org/wiki/Multinomial_distribution#Equivalence_tests_for_multinomial_distributions

"The equivalence test for Euclidean distance can be found in text book of Wellek (2010).[2] The equivalence test for the total variation distance is developed in Ostrovski (2017).[3] The exact equivalence test for the specific cumulative distance is proposed in Frey (2009).[4]"

josef-pkt commented 3 years ago

related: equivalence testing for multivariate observations some references at comments starting at https://github.com/statsmodels/statsmodels/issues/3208#issuecomment-275586635