KMS Of Academy of mathematics and systems sciences, CAS
Integral-type tests for goodness-of-fit | |
Zhang, Junjian1,2; Li, Guoying3 | |
2010-08-01 | |
发表期刊 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY |
ISSN | 1009-6124 |
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 |
DOI | 10.1007/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 |
推荐引用方式 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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