Journal of the Korean Statistical Society

  • 제25권3호
  • /
  • Pages.347-358
  • /
  • 1996
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

A Smooth Goodness-of-fit Test Using Selected Sample Quantiles

  • Umbach, Dale (Department of Mathematical Sciences Ball State University Muncie) ;
  • Masoom Ali, M. (Department of Mathematical Sciences Ball State University Muncie)
  • 발행 : 1996.09.01
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

A new test for goodness-of-fit is presented. It is a modification of a test of LaRiccia (1991). These tests are applicable to continuous lo-cation/scale models. The new test statistic is based on a few selected order statistics taken from the sample, while the LaRiccia test is based directly on the full sample. Each test embeds the hypothesized model in a larger linear model and proceeds to test the goodness-of-fit hy-pothesis by testing the coefficients of this linear model appropriately. The general theory is presented. The tests are compared via computer simulation to a related test of Ali and Umbach (1989) for distributions that could be used as lifetime models. An important aspect of all these tests is that only standard $X_2$ tables are used. Selection of the spacings of the order statistics is discussed.

키워드

참고문헌

  1. Journal of Statistical Planning and Inference v.22 A Shapiro-Wilk type goodness-of-fit test using a few order statistics Ali, M. M.;Umbach, D.
  2. Order Statistics and Inference: Estimation Methods Balakrishnan N.;Cohen A. C.
  3. Order Statistics(2nd ed.) David, H. A.
  4. Biometrika v.59 Quadratic forms in order statistics used as goodness-of-fit criteria Hartley, H. O.;Pfaffenberger, R. C.
  5. Biometrika v.58 Percentile estimators for the parameters of the Weibull distribution Hassanein, K. M.
  6. Sankhya A v.36 On goodness-of-fit tests based on spacings Kirmani, S. N. U. A.;Alam, S. N.
  7. Journal of the American Statistical Association v.86 Smooth godness-of-fit tests: A quantile function approach LaRiccia, V. N.
  8. Communications in Statistics v.3 A goodness-of-fit test for censored data Lurie, D.;Hartley, H. O.;Stroud, M. R.
  9. Communications in Statistics-Theory and Methods v.11 no.8 On goodness-of-fit tests based on spacings for type Ⅱ censored samples Mehrotra, K. G.
  10. Annals of Mathematical Statistics v.17 On some useful inefficient statistics Mosteller, F.
  11. Communications in Statistics-Theory and Methods v.14 no.3 Asymptotic relative efficiency of some joint tests for location and scale parameters based on selected order statistics Saleh, A. K. M. E.;Sen, P. K.
  12. Contributions to Order Statistics Sarhan, A. E.(ed.);Greenberg, B. G.(ed.)
  13. Journal of Information and Optimization Sciences v.14 Conservative spacings for the estimation of functions of location and scale Umbach, D.;Ali, M. M.