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

页码：784 / 795

页数：12

共 50 条

[31] Stochastic integrals and goodness-of-fit tests
J Oper Res Soc, 5 (668):
[32] GOODNESS-OF-FIT TESTS FOR CORRELATED DATA
GASSER, T
BIOMETRIKA, 1975, 62 (03) : 563 - 570
[33] Maximum correlations and tests of goodness-of-fit
Grané, A
Fortiana, J
DISTRIBUTIONS WITH GIVEN MARGINALS AND STATISTICAL MODELLING, 2002, : 113 - 123
[34] Goodness-of-fit tests for categorical data
Bellocco, Rino
Algeri, Sara
STATA JOURNAL, 2013, 13 (02): : 356 - 365
[35] Tests for the goodness-of-fit of the Laplace distribution
Chen, Colin
Communications in Statistics Part B: Simulation and Computation, 2002, 31 (01): : 159 - 174
[36] GOODNESS-OF-FIT TESTS FOR GROUPED DATA
MAAG, UR
STREIT, F
DROUILLY, PA
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (342) : 462 - 465
[37] BASUS LEMMA AND GOODNESS-OF-FIT TESTS
WELLS, MT
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1989, 18 (02) : 711 - 717
[38] Goodness-of-fit tests for the hyperbolic distribution
Puig, P
Stephens, MA
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2001, 29 (02): : 309 - 320
[39] Tests for the goodness-of-fit of the Laplace distribution
Chen, C
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2002, 31 (01) : 159 - 174
[40] On Thresholds for Robust Goodness-of-Fit Tests
Unnikrishnan, Jayakrishnan
Meyn, Sean
Veeravalli, Venugopal V.
2010 IEEE INFORMATION THEORY WORKSHOP (ITW), 2010,

← 1 2 3 4 5 →