• Title/Summary/Keyword: goodness of fit test

Search Result 425, Processing Time 0.023 seconds

Goodness-of-Fit Test for the Pareto Distribution Based on the Transformed Sample Lorenz curve

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
    • /
    • v.13 no.1
    • /
    • pp.113-119
    • /
    • 2002
  • A powerful and easily computed goodness-of-fit test for Pareto distribution which does not depend on the unknown location and scale parameters is proposed based on the transformed sample Lorenz curve. We compare the power of the proposed test statistic with the other goodness-of-fit tests for Pareto distribution against various alternatives through Monte Carlo methods.

  • PDF

Goodness-of-Fit Tests for the Ordinal Response Models with Misspecified Links

  • Jeong, Kwang-Mo;Lee, Hyun-Yung
    • Communications for Statistical Applications and Methods
    • /
    • v.16 no.4
    • /
    • pp.697-705
    • /
    • 2009
  • The Pearson chi-squared statistic or the deviance statistic is widely used in assessing the goodness-of-fit of the generalized linear models. But these statistics are not proper in the situation of continuous explanatory variables which results in the sparseness of cell frequencies. We propose a goodness-of-fit test statistic for the cumulative logit models with ordinal responses. We consider the grouping of a dataset based on the ordinal scores obtained by fitting the assumed model. We propose the Pearson chi-squared type test statistic, which is obtained from the cross-classified table formed by the subgroups of ordinal scores and the response categories. Because the limiting distribution of the chi-squared type statistic is intractable we suggest the parametric bootstrap testing procedure to approximate the distribution of the proposed test statistic.

GOODNESS OF FIT TESTS BASED ON DIVERGENCE MEASURES

  • Pasha, Eynollah;Kokabi, Mohsen;Mohtashami, Gholam Reza
    • Journal of applied mathematics & informatics
    • /
    • v.26 no.1_2
    • /
    • pp.177-189
    • /
    • 2008
  • In this paper, we have considered an investigation on goodness of fit tests based on divergence measures. In the case of categorical data, under certain regularity conditions, we obtained asymptotic distribution of these tests. Also, we have proposed a modified test that improves the rate of convergence. In continuous case, we used our modified entropy estimator [10], for Kullback-Leibler information estimation. A comparative study based on simulation results is discussed also.

  • PDF

Goodness-of-Fit Test for the Exponential Distribution Based on the Transformed Sample Lorenz curve

  • Suk-Bok;Young-Suk
    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.1
    • /
    • pp.277-284
    • /
    • 2000
  • The transformed sample Lorenz curve provides a powerful and easily computed goodness-of-fit test for exponentiality which does not depend on the unknown scale parameter. We compare the power of the transformed sample Lorenz curve statistic with the other goodness-of-fit tests for exponentiality against various alternatives through Monte Carlo methods and discuss the results.

  • PDF

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

A Study on Goodness-of-fit Test for Density with Unknown Parameters

  • Hang, Changkon;Lee, Minyoung
    • Communications for Statistical Applications and Methods
    • /
    • v.8 no.2
    • /
    • pp.483-497
    • /
    • 2001
  • 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.

  • PDF

Goodness-of-fit test for the gumbel distribution based on the generalized Lorenz curve (일반화된 로렌츠 곡선을 기반으로 한 Gumbel 분포의 적합도 검정)

  • Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.4
    • /
    • pp.733-742
    • /
    • 2017
  • There are many areas of applications where Gumbel distribution are employed such as environmental sciences, system reliability and hydrology. The goodness-of-fit test for Gumbel distribution is very important in environmental sciences, system reliability and hydrology data analysis. Therefore, we propose the two test statistics to test goodness-of-fit for the Gumbel distribution based on the generalized Lorenz curve. We compare the new test statistic with the Anderson - Darling test, Cramer - vonMises test, and modified Anderson - Darling test in terms of the power of the test through by Monte Carlo method. As a result, the new test statistics are more powerful than the other test statistics. Also, we propose new graphic method to goodness-of-fit test for the Gumbel distribution based on the generalized Lorenz curve.

A Test of Goodness of Fit Between Temperament and Context(II) : Goodness of Fit and Children's Perceived Competence (기질과 환경 간의 조화로운 합치모델 검증연구(II) - 조화로운 합치와 아동의 자기능력지각 -)

  • Choi, Young Hee
    • Korean Journal of Child Studies
    • /
    • v.15 no.1
    • /
    • pp.145-157
    • /
    • 1994
  • This research focused on the examination of a "Goodness of Fit" model with reference to the interaction effects of temperament and context. Two hundred forty 5th graders from urban and rural areas were administered the EAS (Emotionality, Activity, Sociability) and the Perceived Competence scales. The degree of satisfaction of mothers with their children's temperament was assessed for the context measure. Results of hierarchical multiple regression analyses showed that the interaction of children's emotion and mothers' satisfaction with children's emotion explained perceived social competence and general self-worth. This result supported the goodness of fit model. However, interaction effects were not found in children's perception of cognitive and physical competence. Also, children's activity and sociability showed strong main effects on perceived competence. It implies that activity and sociability should be applied to the personological model. The implication of the findings for following studies of goodness of fit model were discussed.

  • PDF

Goodness-of-fit tests based on generalized Lorenz curve for progressively Type II censored data from a location-scale distributions

  • Lee, Wonhee;Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
    • /
    • v.26 no.2
    • /
    • pp.191-203
    • /
    • 2019
  • The problem of examining how well an assumed distribution fits the data of a sample is of significant and must be examined prior to any inferential process. The observed failure time data of items are often not wholly available in reliability and life-testing studies. Lowering the expense and period associated with tests is important in statistical tests with censored data. Goodness-of-fit tests for perfect data can no longer be used when the observed failure time data are progressive Type II censored (PC) data. Therefore, we propose goodness-of-fit test statistics and a graphical method based on generalized Lorenz curve for PC data from a location-scale distribution. The power of the proposed tests is then assessed through Monte Carlo simulations. Finally, we analyzed two real data set for illustrative purposes.

Goodness-of-Fit Test for the Normality based on the Generalized Lorenz Curve

  • Cho, Youngseuk;Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
    • /
    • v.21 no.4
    • /
    • pp.309-316
    • /
    • 2014
  • Testing normality is very important because the most common assumption is normality in statistical analysis. We propose a new plot and test statistic to goodness-of-fit test for normality based on the generalized Lorenz curve. We compare the new plot with the Q-Q plot. We also compare the new test statistic with the Kolmogorov-Smirnov (KS), Cramer-von Mises (CVM), Anderson-Darling (AD), Shapiro-Francia (SF), and Shapiro-Wilks (W) test statistic in terms of the power of the test through by Monte Carlo method. As a result, new plot is clearly classified normality and non-normality than Q-Q plot; in addition, the new test statistic is more powerful than the other test statistics for asymmetrical distribution. We check the proposed test statistic and plot using Hodgkin's disease data.