• Title/Summary/Keyword: fit statistics

Search Result 632, Processing Time 0.026 seconds

A Goodness of Fit Approach to Testing Exponential Better than Used (EBU) Life Distributions

  • Abu-Youssef, S.E.
    • International Journal of Reliability and Applications
    • /
    • v.9 no.1
    • /
    • pp.71-78
    • /
    • 2008
  • Based on the goodness of fit approach, a new test is presented for testing exponentiality versus exponential better (worse) than used (EBU (EWU)) class of life distributions. The new test is much simpler to compute, asymptotically normal, enjoys good power and performs better than previous tests in terms of power and Pitman asymptotic efficiencies for several alternatives.

  • PDF

Minimum Hellinger Distance Bsed Goodness-of-fit Tests in Normal Models: Empirical Approach

  • Dong Bin Jeong
    • Communications for Statistical Applications and Methods
    • /
    • v.6 no.3
    • /
    • pp.967-976
    • /
    • 1999
  • In this paper we study the Hellinger distance based goodness-of-fit tests that are analogs of likelihood ratio tests. The minimum Hellinger distance estimator (MHDE) in normal models provides an excellent robust alternative to the usual maximum likelihood estimator. Our simulation results show that the Hellinger deviance test (Simpson 1989) based goodness-of-fit test is robust when data contain outliers. The proposed hellinger deviance test(Simpson 1989) is a more direcct method for obtaining robust inferences than an automated outlier screen method used before the likelihood ratio test data analysis.

  • PDF

ENTROPY-BASED GOODNESS OF FIT TEST FOR A COMPOSITE HYPOTHESIS

  • Lee, Sangyeol
    • Bulletin of the Korean Mathematical Society
    • /
    • v.53 no.2
    • /
    • pp.351-363
    • /
    • 2016
  • In this paper, we consider the entropy-based goodness of fit test (Vasicek's test) for a composite hypothesis. The test measures the discrepancy between the nonparametric entropy estimate and the parametric entropy estimate obtained from an assumed parametric family of distributions. It is shown that the proposed test is asymptotically normal under regularity conditions, but is affected by parameter estimates. As a remedy, a bootstrap version of Vasicek's test is proposed. Simulation results are provided for illustration.

Applications on p-values of Chi-Square Distribution

  • Hong, Chong Sun;Hong, Sung Sick
    • Communications for Statistical Applications and Methods
    • /
    • v.9 no.3
    • /
    • pp.877-887
    • /
    • 2002
  • In this paper, behaviors and properties of p-values for goodness-of-fit test are investigated. With some findings on the p-values, we consider some applications to determine sample size of a survey research using the regression equation based on a pilot study data. Regression equations are obtained by the well-known least squared method, and we find that regression lines could be formulated with only two data points, alternatively. For further studies, this works might be extended to t distributions for testing hypotheses about population mean in order to determine sample size of a prospective study. Also similar arguments could be explored for F test statistics.

Test of Exponentiality in Step Stress Accelerated Life test Model based on Kullback­Leibler Information Function (쿨백­라이블러 정보함수 이용한 단계 스트레스 가속수명모형의 지수성 검정)

  • 박병구;윤상철
    • Journal of Korean Society for Quality Management
    • /
    • v.31 no.4
    • /
    • pp.194-202
    • /
    • 2003
  • In this paper, we propose goodness of fit test statistics for exponentiality in accelerated life tests data based on Kullback­Leibler information functions. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter using the data from accelerated life tests is or is not specified under null hypothesis. And we compare the power of the proposed test statistics with Kolmogorov­Smirnov, Cramer von Mises and Anderson­Darling statistics in the small sample.

Goodness of Fit and Independence Tests for Clustered Sample Data (집락표본자료에 대한 적합도검정과 독립성검정)

  • 南宮 坪;崔秉洙;李柱祿
    • The Korean Journal of Applied Statistics
    • /
    • v.2 no.2
    • /
    • pp.79-89
    • /
    • 1989
  • Modified Pearson $X^2$ statistic is concerned. Moreover the four statistics(Pearson, Wald, modified sample design effects and reduction factor) are compared in one-stage sampling situation. In case of categorical of fit and independence tests for sample data above, it is shown that there is a significant behavior between Pearson $X^2$ and Wald statistic, but minor difference in modified statistics by simulation methods.

  • PDF

Modeling Circular Data with Uniformly Dispersed Noise

  • Yu, Hye-Kyung;Jun, Kyoung-Ho;Na, Jong-Hwa
    • The Korean Journal of Applied Statistics
    • /
    • v.25 no.4
    • /
    • pp.651-659
    • /
    • 2012
  • In this paper we developed a statistical model for circular data with noises. In this case, model fitting by single circular model has a lack-of-fit problem. To overcome this problem, we consider some mixture models that include circular uniform distribution and apply an EM algorithm to estimate the parameters. Both von Mises and Wrapped skew normal distributions are considered in this paper. Simulation studies are executed to assess the suggested EM algorithms. Finally, we applied the suggested method to fit 2008 EHFRS(Epidemic Hemorrhagic Fever with Renal Syndrome) data provided by the KCDC(Korea Centers for Disease Control and Prevention).

Goodness-of-fit test for mean and variance functions

  • Jung, Sin-Ho;Lee, Kee-Won
    • Journal of the Korean Statistical Society
    • /
    • v.26 no.2
    • /
    • pp.199-210
    • /
    • 1997
  • Using regression methods based on quasi-likelihood equation, one only needs to specify the conditional mean and variance functions for the response variable in the analysis. In this paper, an omnibus lack-of-fit test is proposed to test the validity of these two functions. Our test is consistent against the alternative under which either the mean or the variance is not the one specified in the null hypothesis. The large-sample null distribution of our test statistics can be approximated through simulations. Extensive numerical studies are performed to demonstrate that the new test preserves the prescribed type I error probability. Power comparisons are conducted to show the advantage of the new proposal.

  • PDF

The exponential generalized log-logistic model: Bagdonavičius-Nikulin test for validation and non-Bayesian estimation methods

  • Ibrahim, Mohamed;Aidi, Khaoula;Alid, Mir Masoom;Yousof, Haitham M.
    • Communications for Statistical Applications and Methods
    • /
    • v.29 no.1
    • /
    • pp.1-25
    • /
    • 2022
  • A modified Bagdonavičius-Nikulin chi-square goodness-of-fit is defined and studied. The lymphoma data is analyzed using the modified goodness-of-fit test statistic. Different non-Bayesian estimation methods under complete samples schemes are considered, discussed and compared such as the maximum likelihood least square estimation method, the Cramer-von Mises estimation method, the weighted least square estimation method, the left tail-Anderson Darling estimation method and the right tail Anderson Darling estimation method. Numerical simulation studies are performed for comparing these estimation methods. The potentiality of the new model is illustrated using three real data sets and compared with many other well-known generalizations.

Goodness of Fit Tests for the Exponential Distribution based on Multiply Progressive Censored Data (다중 점진적 중도절단에서 지수분포의 적합도 검정)

  • Yun, Hyejeong;Lee, Kyeongjun
    • Journal of the Korean Data Analysis Society
    • /
    • v.20 no.6
    • /
    • pp.2813-2827
    • /
    • 2018
  • Progressive censoring schemes have become quite popular in reliability study. Under progressive censored data, however, some units can be failed between two points of observation with exact times of failure of these units unobserved. For example, loss may arise in life-testing experiments when the failure times of some units were not observed due to mechanical or experimental difficulties. Therefore, multiply progressive censoring scheme was introduced. So, we derives a maximum likelihood estimator of the parameter of exponential distribution. And we introduced the goodness-of-fit test statistics using order statistic and Lorenz curve. We carried out Monte Carlo simulation to compare the proposed test statistics. In addition, real data set have been analysed. In Weibull and chi-squared distributions, the test statistics using Lorenz curve are more powerful than test statistics using order statistics.