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Integral-type tests for goodness-of-fit
Zhang, Junjian1,2; Li, Guoying3
2010-08-01
Source PublicationJOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN1009-6124
Volume23Issue:4Pages:784-795
AbstractA 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.
KeywordAsymptotic distribution goodness-of-fit integral-type tests power comparison
DOI10.1007/s11424-010-8264-9
Language英语
Funding ProjectNational Natural Science Foundation of China[10661003] ; National Natural Science Foundation of China[10371126] ; Guangxi Science Foundation[0832102] ; Doctor Foundation of Guangxi Normal University
WOS Research AreaMathematics
WOS SubjectMathematics, Interdisciplinary Applications
WOS IDWOS:000281705600009
PublisherSPRINGER HEIDELBERG
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/9279
Collection中国科学院数学与系统科学研究院
Corresponding AuthorZhang, Junjian
Affiliation1.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
Recommended Citation
GB/T 7714
Zhang, Junjian,Li, Guoying. Integral-type tests for goodness-of-fit[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2010,23(4):784-795.
APA Zhang, Junjian,&Li, Guoying.(2010).Integral-type tests for goodness-of-fit.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,23(4),784-795.
MLA Zhang, Junjian,et al."Integral-type tests for goodness-of-fit".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 23.4(2010):784-795.
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