New Goodness of Fit Tests Based on Stochastic EDF

doi:10.1080/03610920902846554

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	New Goodness of Fit Tests Based on Stochastic EDF
	Zhao, Jianxin 1,2; Xu, Xingzhong 2; Ding, Xiaobo3
	2010
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN	0361-0926
卷号	39 期号:6 页码:1075-1094
摘要	A new approach of randomization is proposed to construct goodness of fit tests generally. Some new test statistics are derived, which are based on the stochastic empirical distribution function (EDF). Note that the stochastic EDF for a set of given sample observations is a randomized distribution function. By substituting the stochastic EDF for the classical EDF in the Kolmogorov-Smirnov, Cramer-von Mises, Anderson-Darling, Berk-Jones, and Einmahl-Mckeague statistics, randomized statistics are derived, of which the qth quantile and the expectation are chosen as test statistics. In comparison to existing tests, it is shown, by a simulation study, that the new test statistics are generally more powerful than the corresponding ones based on the classical EDF or modified EDF in most cases.
关键词	Anderson-Darling test Berk-Jones test Cramer-von Mises test Einmahl-Mckeague test Goodness of fit Kolmogorov-Smirnov test Stochastic empirical distribution function
DOI	10.1080/03610920902846554
语种	英语
资助项目	National Natural Science Foundation of China[10771015]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000275111600012
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/10088
专题	应用数学研究所
通讯作者	Zhao, Jianxin
作者单位	1.Navy Submarine Acad, Qingdao 266071, Peoples R China 2.Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China 3.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Zhao, Jianxin,Xu, Xingzhong,Ding, Xiaobo. New Goodness of Fit Tests Based on Stochastic EDF[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2010,39(6):1075-1094.
APA	Zhao, Jianxin,Xu, Xingzhong,&Ding, Xiaobo.(2010).New Goodness of Fit Tests Based on Stochastic EDF.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,39(6),1075-1094.
MLA	Zhao, Jianxin,et al."New Goodness of Fit Tests Based on Stochastic EDF".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 39.6(2010):1075-1094.