KMS Of Academy of mathematics and systems sciences, CAS
| New Goodness of Fit Tests Based on Stochastic EDF | |
Zhao, Jianxin1,2; Xu, Xingzhong2; Ding, Xiaobo3
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| 2010 | |
| Source Publication | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
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| ISSN | 0361-0926 |
| Volume | 39Issue:6Pages:1075-1094 |
| Abstract | 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. |
| Keyword | 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 |
| Language | 英语 |
| Funding Project | National Natural Science Foundation of China[10771015] |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000275111600012 |
| Publisher | TAYLOR & FRANCIS INC |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/10088 |
| Collection | 应用数学研究所 |
| Corresponding Author | Zhao, Jianxin |
| Affiliation | 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 |
| Recommended Citation 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. |
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