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Integral-type tests for goodness-of-fit
Zhang, Junjian1,2; Li, Guoying3
2010-08-01
发表期刊JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN1009-6124
卷号23期号:4页码:784-795
摘要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.
关键词Asymptotic distribution goodness-of-fit integral-type tests power comparison
DOI10.1007/s11424-010-8264-9
语种英语
资助项目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研究方向Mathematics
WOS类目Mathematics, Interdisciplinary Applications
WOS记录号WOS:000281705600009
出版者SPRINGER HEIDELBERG
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/9279
专题中国科学院数学与系统科学研究院
通讯作者Zhang, Junjian
作者单位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
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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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