Goodness-of-fit tests for discrete models based on the integrated distribution function

被引：21
|
作者：
Klar, B [1 ]
机构：
[1] Univ Karlsruhe, Inst Math Stochast, D-76128 Karlsruhe, Germany
来源：
METRIKA | 1999年 / 49卷 / 01期
关键词：
goodness-of-fit test; integrated distribution function; discrete distribution; empirical process; sequence space; parametric bootstrap;
D O I：
10.1007/s001840050025
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper presents a new widely applicable omnibus test for discrete distributions which is based on the difference between the integrated distribution function Psi(t) = integral(t)(infinity)(1 - F(x)) dx and its empirical counterpart. A bootstrap version of the test for common lattice models has accurate error rates even for small samples and exhibits high power with respect to competitive procedures over a large range of alternatives.
引用
收藏
页码：53 / 69
页数：17
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