Some New Goodness-of-Fit Tests Based on Stochastic Sample Quantiles

doi:10.1080/03610910802585832

CSpace > 应用数学研究所

	Some New Goodness-of-Fit Tests Based on Stochastic Sample Quantiles
	Zhao, Jianxin 1,2; Xu, Xingzhong 1; Ding, Xiaobo3
	2009
发表期刊	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
ISSN	0361-0918
卷号	38 期号:3 页码:571-589
摘要	This article introduces some new tests for goodness-of-fit based on the differences between the sample quantiles and stochastic sample quantiles derived from the null distribution. Because stochastic sample quantiles for given sample observations are random, randomized statistics are derived, of which the qth quantile and the expectation are chosen as test statistics. Under uniform hypothesis, the asymptotic distributions of some new test statistics are given, respectively. The powers of the new tests under certain alternatives are examined. They are more powerful tests for the hypotheses concerned.
关键词	Anderson-Darling statistic Cramer-von Mises statistic Goodness of fit Kolmogorov-Smirnov statistic Sample quantiles Stochastic sample quantiles
DOI	10.1080/03610910802585832
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:000207975900004
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/7434
专题	应用数学研究所
通讯作者	Zhao, Jianxin
作者单位	1.Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China 2.Navy Submarine Acad, Qingdao, 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. Some New Goodness-of-Fit Tests Based on Stochastic Sample Quantiles[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2009,38(3):571-589.
APA	Zhao, Jianxin,Xu, Xingzhong,&Ding, Xiaobo.(2009).Some New Goodness-of-Fit Tests Based on Stochastic Sample Quantiles.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,38(3),571-589.
MLA	Zhao, Jianxin,et al."Some New Goodness-of-Fit Tests Based on Stochastic Sample Quantiles".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 38.3(2009):571-589.