KMS Of Academy of mathematics and systems sciences, CAS
Integral-type tests for goodness-of-fit | |
Zhang, Junjian1,2; Li, Guoying3 | |
2010-08-01 | |
Source Publication | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
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ISSN | 1009-6124 |
Volume | 23Issue:4Pages:784-795 |
Abstract | A 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. |
Keyword | Asymptotic distribution goodness-of-fit integral-type tests power comparison |
DOI | 10.1007/s11424-010-8264-9 |
Language | 英语 |
Funding Project | National 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 Area | Mathematics |
WOS Subject | Mathematics, Interdisciplinary Applications |
WOS ID | WOS:000281705600009 |
Publisher | SPRINGER HEIDELBERG |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/9279 |
Collection | 中国科学院数学与系统科学研究院 |
Corresponding Author | Zhang, Junjian |
Affiliation | 1.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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