New Goodness of Fit Tests Based on Stochastic EDF
文献类型：期刊论文
| 作者 | Zhao, Jianxin1,2; Xu, Xingzhong2; Ding, Xiaobo3
|
| 刊名 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
 |
| 出版日期 | 2010 |
| 卷号 | 39期号:6页码:1075-1094 |
| 关键词 | Anderson-Darling test Berk-Jones test Cramer-von Mises test Einmahl-Mckeague test Goodness of fit Kolmogorov-Smirnov test Stochastic empirical distribution function |
| ISSN号 | 0361-0926 |
| DOI | 10.1080/03610920902846554 |
| 英文摘要 | A new approach of randomization is proposed to construct goodness of fit tests generally. Some new test statistics are derived, which are based on the stochastic empirical distribution function (EDF). Note that the stochastic EDF for a set of given sample observations is a randomized distribution function. By substituting the stochastic EDF for the classical EDF in the Kolmogorov-Smirnov, Cramer-von Mises, Anderson-Darling, Berk-Jones, and Einmahl-Mckeague statistics, randomized statistics are derived, of which the qth quantile and the expectation are chosen as test statistics. In comparison to existing tests, it is shown, by a simulation study, that the new test statistics are generally more powerful than the corresponding ones based on the classical EDF or modified EDF in most cases. |
| 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:000275111600012 |
| 出版者 | TAYLOR & FRANCIS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/10087]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Zhao, Jianxin |
| 作者单位 | 1.Navy Submarine Acad, Qingdao 266071, Peoples R China 2.Beijing Inst Technol, Dept Math, Beijing 100081, 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. New Goodness of Fit Tests Based on Stochastic EDF[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2010,39(6):1075-1094. |
| APA | Zhao, Jianxin,Xu, Xingzhong,&Ding, Xiaobo.(2010).New Goodness of Fit Tests Based on Stochastic EDF.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,39(6),1075-1094. |
| MLA | Zhao, Jianxin,et al."New Goodness of Fit Tests Based on Stochastic EDF".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 39.6(2010):1075-1094. |
入库方式： OAI收割
来源：数学与系统科学研究院
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