Multiple Sample Models
In the case of K independent samples, the Chi-square statistic is essentially the sum of the Chi-squares computed on independent samples. Consequently, most of what was stated about the single sample estimation process remains true in the multiple sample case.
Specifically, for each sample k having sample size Nk, one computes a discrepancy function Fk in the same manner as with a single sample. These are then combined to produce an overall discrepancy function of the form
(155)
where
(156)
This overall discrepancy function F is minimized during the iterative process. The Chi-square statistic is then computed as
(157)
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