Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A Study on Goodness-of-fit Test for Density with Unknown Parameters

  • Hang, Changkon (Department of Statistics, Pusan National University) ;
  • Lee, Minyoung (Department of Statistics, Pusan National University)
  • Published : 2001.08.01
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Abstract

When one fits a parametric density function to a data set, it is usually advisable to test the goodness of the postulated model. In this paper we study the nonparametric tests for testing the null hypothesis against general alternatives, when the null hypothesis specifies the density function up to unknown parameters. We modify the test statistic which was proposed by the first author and his colleagues. Asymptotic distribution of the modified statistic is derived and its performance is compared with some other tests through simulation.

Keywords

References

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