• Title/Summary/Keyword: Goodness-of-Fit

Search Result 890, Processing Time 0.027 seconds

Testing Goodness of Fit of Gravity Models (중력모형의 적합도 검증)

  • 김형진
    • Journal of Korean Society of Transportation
    • /
    • v.14 no.1
    • /
    • pp.43-50
    • /
    • 1996
  • This paper is concerned with assessing goodness of fit of gravity models. The Chi-square test, or one of its asymptotic equivalents, is usually recommended for the purpose. A difficulty that frequently arises, particularly when working with urban travel data, is that the expected number of trips for most origin-destination(O-D) pairs are small. In order to test goodness of fit of gravity model, a simple approach, which depends on the number of O-D pairs and certain trip totals being large, is proposed in this paper. In addition, derivation of variance of Chi-square ratio is proposed to test the confidence interval of Chi-square ratio and application of its results with simulated data set is made to verify the usefulness of the results.

  • PDF

Analysis of Price Forecasting and Goodness-of-Fit of the Metals Extracted from Deep Seabed Manganese Nodules (심해저 망간단괴에서 추출되는 금속가격 예측 및 적합도 분석)

  • Kwon, Suk-Jae;Jeong, Sun-Young
    • Ocean and Polar Research
    • /
    • v.36 no.4
    • /
    • pp.505-514
    • /
    • 2014
  • The development of deep seabed manganese nodules has been carried out with the aim of commercial development in 2023. It is important to forecast the price of the four metals (copper, nickel, cobalt, and manganese) extracted from manganese nodules because price change is a criterion for investment decision. The main purpose of the study is to forecast the price of four metals using the ARIMA model and VAR model, and calculate the MAPE to compare a goodness-of-fit between the two models. The estimated results of the two models reveal statistical significance and are in keeping with economic theory. The results of MAPE for goodness-of-fit show that the VAR model is between 0.1 and 0.2, and the ARIMA model is between 0.4 and 0.6. That is, the VAR model is better than the ARIMA model in forecasting changes in the price of metals.

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

  • Umbach, Dale;Masoom Ali, M.
    • Journal of the Korean Statistical Society
    • /
    • v.25 no.3
    • /
    • pp.347-358
    • /
    • 1996
  • 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.

  • PDF

Testing NRBU Class of Life Distributions Using a Goodness of Fit Approach

  • El-Arishy, S.M.;Diab, L.S.;Alim, N.A. Abdul
    • International Journal of Reliability and Applications
    • /
    • v.7 no.2
    • /
    • pp.141-153
    • /
    • 2006
  • In this paper, we present the U-Statistic test for testing exponentiality against new renewal better than used (NRBU) based on a goodness of fit approach. Selected critical values are tabulated for sample sizes n=5(1)30(10)50. The asymptotic Pitman relative efficiency relative to (NRBU) test given in the work of Mahmoud et all (2003) is studied. The power estimates of this test for some commonly used life distributions in reliability are also calculated. Some of real examples are given to elucidate the use of the proposed test statistic in the reliability analysis. The problem in case of right censored data is also handled.

  • PDF

A Study On Variance Estimation in Smoothing Goodness-of-Fit Tests (평활 적합도 검정에서의 분산추정의 영향)

  • Yoon, Yong-Hwa;Kim, Jong-Tae;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.9 no.2
    • /
    • pp.189-202
    • /
    • 1998
  • The goat of this paper is to study on variance estimation - Rice variance estimation, Gasser, Sroka and Jennen-Steinmetz's varince estimation - in smoothing goodness-of-fit tests. The comparisons of powers on test statistics are conducted by the change of variance, the number of oscillations, the amplitude of the alternative sample distribution.

  • PDF

On Testing Exponentiality Against HNRBUE Based on Goodness of Fit

  • Mahmoud, M.A.W.;Diab, L.S.
    • International Journal of Reliability and Applications
    • /
    • v.8 no.1
    • /
    • pp.27-39
    • /
    • 2007
  • Based on goodness of fit new testing procedures are derived for testing exponentiality against harmonic new renewal better than used in expectation (HNRBUE). For this aging properties, a nonparametric procedure (U-statistic) is proposed. The percentiles of this test statistic are tabulated for sample sizes n=5(1)30(10)50. The Pitman asymptotic efficiency (PAE) of the test is calculated and compared with, the (PAE) of the test for new renewal better than used (NRBU) class of life distribution [see Mahmoud et al (2003)]. The power of this test is also calculated for some commonly used life distributions in reliability. The right censored data case is also studied. Finally, real examples are given to elucidate the use of the proposed test statistic in the reliability analysis.

  • PDF

Goodness of Fit Test of Normality Based on Kullback-Leibler Information

  • Kim, Jong-Tae;Lee, Woo-Dong;Ko, Jung-Hwan;Yoon, Yong-Hwa;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
    • /
    • v.6 no.3
    • /
    • pp.909-918
    • /
    • 1999
  • Arizono and Ohta(1989) studied goodness of fit test of normality using the entropy estimator proposed by Vasicek (1976) Recently van Es(1992) and Correa(1995) proposed an estimator of entropy. In this paper we propose goodness of fit test statistics for normality based on Vasicek ven Es and Correa. And we compare the power of the proposed test statistics with Kolmogorov-Smirnov Kuiper Cramer von Mises Watson Anderson-Darling and Finkelstein and Schefer statistics.

  • PDF

A Study on Goodness of Fit Test in Accelerated Life Tests (가속수명시험에 대한 적합도 검정에 관한 연구)

  • Lee, Woo-Dong;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.7 no.1
    • /
    • pp.37-46
    • /
    • 1996
  • In this paper, we introduce the goodness of fit test procedure for lifetime distribution using step stress accelerated lifetime data. Using the nonpapametric estimate of acceleration factor, we prove the strong consistence of empirical distribution function under null hypothesis. The critical vailues of Kolmogorov-Smirnov, Anderson-Darling, Cramer-von Mises statistics are computed when the lifetime distibution is assumed to be exponential and Weibull. The power of test statistics are compared through Monte-Cairo simulation study.

  • PDF

A Goodness of Fit Approach for Testing NBUFR (NWUFR) and NBAFR (NWAFR) Properties

  • Mahmoud, M.A.W.;Alim, N.A. Abdul
    • International Journal of Reliability and Applications
    • /
    • v.9 no.2
    • /
    • pp.125-140
    • /
    • 2008
  • The new better than used failure rate (NBUFR), Abouammoh and Ahmed (1988), and new better than average failure rate (NBAFR) Loh (1984) classes of life distributions, have been considered in the literature as natural weakenings of NBU (NWU) property. The paper considers testing exponentiality against strictly NBUFR (NBAFR) alternatives, or their duals, based on goodness of fit approach that is possible in life testing problems and that it results in simpler procedures that are asymptotically equivalent or better than standard ones. They may also have superior finite sample behavior. The asymptotic normality are proved. Powers, Pitman asymptotic efficiency and critical points are computed. Dealing with censored data case also studied. Practical applications of our tests in the medical sciences are present.

  • PDF