Results 21 to 30 of about 166,159,676 (294)
The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data [PDF]
, 2005 In this paper we conduct a Monte Carlo study to determine the power of Pearson’s overall goodness-of-fit test as well as the “Pearson analog” tests (see Anderson (1994)) to detect rejections due to shifts in variance, skewness and kurtosis, as we vary
Smith, Jeremy +5 more
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A Comparative Study of Goodness-of-Fit Tests for the Laplace Distribution
Austrian Journal of Statistics, 2022 The Laplace distribution is one of the earliest distributions in probability theory and is a frequently used distribution in many fields. Consequently, various goodness-of-fit tests for the Laplace distribution have been thoroughly derived in the ...
Apostolos Batsidis +2 more
doaj +1 more source
Goodness of fit tests for Rayleigh distribution based on Phi-divergence
Revista Colombiana de Estadística, 2017 In this paper, we develop some goodness of fit tests for Rayleigh distribution based on Phi-divergence. Using Monte Carlo simulation, we compare the power of the proposed tests with some traditional goodness of fit tests including Kolmogorov-Smirnov ...
Mahdi Mahdizadeh , Ehsan Zamanzade
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Goodness-of-Fit Tests for Copulas of Multivariate Time Series
Econometrics, 2017 In this paper, we study the asymptotic behavior of the sequential empirical process and the sequential empirical copula process, both constructed from residuals of multivariate stochastic volatility models. Applications for the detection of structural
Bruno Rémillard
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Random Number Generation and Goodness -of- Fit Tests for the Lerch Distribution [PDF]
The Egyptian Statistical Journal, 2004 The Lerch family of discrete distributions includes as special cases the Zipf, Zipf-Manelbrot, the logarithmic and the polylogarithmic distributions. These positively skewed long tailed distributions are used, independent from each other, in linguistics,
Osama Hussien
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Multivariate goodness-of-fit tests based on kernel density estimators
Nonlinear Analysis, 2015 The paper is devoted to multivariate goodness-of-fit ests based on kernel density estimators. Both simple and composite null hypotheses are investigated.
Aleksej Bakshaev, Rimantas Rudzkis
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Characterizations and Goodness of Fit Tests
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1982 Summary In this article a systematic approach to providing goodness of fit tests is discussed, for the composite goodness of fit problem of testing that the distribution F of a random sample comes from a parametric family F o. Characterization procedures are emphasized, and it is shown that, at least for the exponential case, invariant ...
O'Reilly, Federico J. +1 more
openaire +2 more sources
Goodness-of-fit tests for copulas [PDF]
Journal of Multivariate Analysis, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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How to use χ2 test correctly—— the goodness of fit tests and the implementation of the SAS software
Sichuan jingshen weisheng, 2021 The purpose of this article was to introduce the goodness of fit test and its SAS implementation. The main contents included the following four aspects： ① Pearson΄s goodness of fit test； ② deviance or likelihood ratio goodness of fit test； ③ Hosmer ...
Hu Chunyan, Hu Liangping
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Multinomial Goodness-Of-Fit Tests
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1984 SUMMARY This article investigates the family {I λ;λ ϵ ℝ} of power divergence statistics for testing the fit of observed frequencies {Xi; i = 1, …, k} to expected frequencies {Ei; i = 1, …, k}. From the definition 2nIλ=2λ(λ+1)∑i=1kXi{(XiEi)λ−1};λ∈ℝ it can easily be seen that Pearson's X 2 (λ = 1), the log likelihood ratio
Cressie, Noel A, Read, Timothy
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