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

文献类型：期刊论文

作者Zhao, Jianxin1,2; Xu, Xingzhong1; Ding, Xiaobo3
刊名COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
出版日期2009
卷号38期号:3页码:571-589
关键词Anderson-Darling statistic Cramer-von Mises statistic Goodness of fit Kolmogorov-Smirnov statistic Sample quantiles Stochastic sample quantiles
ISSN号0361-0918
DOI10.1080/03610910802585832
英文摘要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.
资助项目National Natural Science Foundation of China[10771015]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000207975900004
出版者TAYLOR & FRANCIS INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/7433]  
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.

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来源：数学与系统科学研究院

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