An Exact Test on the Goodman–Kruskal λ for Prediction on a Dichotomy
二分类预测中 Goodman–Kruskal λ 的精确检验
Summary Goodman and Kruskal (1954) introduced a measure λ of predictive association when predicting the category of a variable B from a category of a variable A. The measure λ is such that 0 ≤ λ ≤ 1 with a zero value meaning no predictive gain while λ = 1 indicates a perfect predictive association between A and B. Thus, the test of H 0: λ = 0 versus H 1: λ > 0 is of prime importance, since it is entirely analogous to a test for significance of regression or correlation. We…