INTEGRAL-TYPE TESTS FOR GOODNESS-OF-FIT

被引：0
|
作者：
Junjian ZHANG College of Mathematics
College of Applied Sciences
机构：
来源：
Journal of Systems Science & Complexity | 2010年 / 23卷 / 04期
基金：
中国国家自然科学基金;
关键词：
Asymptotic distribution; goodness-of-fit; integral-type tests; power comparison;
D O I：
暂无
中图分类号：
O212.1 [一般数理统计];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A family of integral-type goodness-of-fit tests is investigated.This family includes someexisting tests,such as the Cramér-von Mises test and Anderson-Darling test,etc.The asymptoticdistributions of the tests in the family under the null and local alternative hypotheses are established.The almost sure convergence under a fixed underlying distribution is obtained.Furthermore,simulationsare conducted to compare the powers of the tests in the family.Simulation results show that fordifferent alternatives,the more powerful tests are different,and the parameter λ has great influence onthe tests in small sample cases.
引用
收藏
页码：784 / 795
页数：12
相关论文
共 50 条
  • [1] Integral-type tests for goodness-of-fit
    Zhang, Junjian
    Li, Guoying
    [J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2010, 23 (04) : 784 - 795
  • [2] Integral-type tests for goodness-of-fit
    Junjian Zhang
    Guoying Li
    [J]. Journal of Systems Science and Complexity, 2010, 23 : 784 - 795
  • [3] On Goodness-of-Fit Tests for the Neyman Type A Distribution
    Batsidis, Apostolos
    Lemonte, Artur J.
    [J]. REVSTAT-STATISTICAL JOURNAL, 2023, 21 (02) : 143 - 171
  • [4] Tuning goodness-of-fit tests
    Arrasmith, A.
    Follin, B.
    Anderes, E.
    Knox, L.
    [J]. MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, 2019, 484 (02) : 1889 - 1898
  • [5] Goodness-of-Fit Tests on Manifolds
    Shapiro, Alexander
    Xie, Yao
    Zhang, Rui
    [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 2021, 67 (04) : 2539 - 2553
  • [6] MULTINOMIAL GOODNESS-OF-FIT TESTS
    CRESSIE, N
    READ, TRC
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1984, 46 (03): : 440 - 464
  • [7] MULTIVARIATE GOODNESS-OF-FIT TESTS
    ROSENBLATT, J
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1962, 33 (02): : 807 - &
  • [8] Goodness-of-fit tests for copulas
    Fermanian, JD
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2005, 95 (01) : 119 - 152
  • [9] IMPROVED GOODNESS-OF-FIT TESTS
    FINKELSTEIN, JM
    SCHAFER, RE
    [J]. BIOMETRIKA, 1971, 58 (03) : 641 - +
  • [10] GOODNESS-OF-FIT TESTS ON A CIRCLE
    WATSON, GS
    [J]. BIOMETRIKA, 1961, 48 (1-2) : 109 - &
12345