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Pearson chi-squared statistic (XP2​)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical model Statistical modelling Generalized linear model Pearson dispersion estimator
2026-09-24  0 By others on same topic  0 Discussions Create my own version
The Pearson chi-squared statistic for a generalized linear model is
XP2​=∑i​V(μ​i​)(Yi​−μ​i​)2​.
(1)
Dividing it by the residual degrees of freedom estimates the dispersion parameter.

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  1. Pearson dispersion estimator
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  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 218 / 1 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2025 / iii / Paper 218 / 1 / c / Solution

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