Integral-type tests for goodness-of-fit

被引：0
|
作者：
Zhang, Junjian [1 ,2 ]
Li, Guoying [3 ]
机构：
[1] Guangxi Normal Univ, Coll Math, Guilin 541004, Peoples R China
[2] Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
[3] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
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; RATIO;
D O I：
10.1007/s11424-010-8264-9
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
A family of integral-type goodness-of-fit tests is investigated. This family includes some existing tests, such as the Cram,r-von Mises test and Anderson-Darling test, etc. The asymptotic distributions 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, simulations are conducted to compare the powers of the tests in the family. Simulation results show that for different alternatives, the more powerful tests are different, and the parameter lambda has great influence on the tests in small sample cases.
引用
收藏
页码：784 / 795
页数：12
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