Order statistics in goodness-of-fit testing

被引：41

作者：

Glen, AG ^{[1
]}

Leemis, LM

Barr, DR

机构：

[1] US Mil Acad, Dept Math Sci, West Point, NY 10996 USA

[2] Coll William & Mary, Dept Math, Williamsburg, VA 23187 USA

来源：

IEEE TRANSACTIONS ON RELIABILITY | 2001年 / 50卷 / 02期

关键词：

computational algebra system; goodness-of-fit; model adequacy; order statistics; power;

D O I：

10.1109/24.963129

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

Our new method uses order statistics to judge the fit of a distribution to data. A test-statistic based on quantiles of order-statistics compares favorably with the Kolmogorov-Smirnov (K-S) and Anderson-Darling (A-D) test statistics. The performance of this new goodness-of-fit test statistic is examined with simulation experiments. For certain hypothesis tests, the test statistic is more powerful than the K-S and A-D test statistics. The new test statistic is calculated using a computer algebra system because of the need to compute exact distributions of order statistics.

引用

页码：209 / 213

页数：5

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