Global power functions of goodness of fit tests

Global Power Functions of Goodness of Fit Tests

It is shown that the global power function of any nonparametric test is flat on balls of alternatives except for alternatives coming from a finite dimensional subspace. The present benchmark is here the upper one-sided (or two-sided) envelope power function. Every choice of a test fixes a priori a finite dimensional region with high power. It turns out that also the level points are far away fr...

Global power functions of goodness of t tests

It is shown that the global power function of any nonparametric test is at on balls of alternatives except for alternatives coming from a nite dimensional sub-space. The present benchmark is here the upper one-sided (or two-sided) envelope power function. It turns out that also the level points are far away from the corresponding Neyman Pearson test level points except for a nite number of orth...

The Comparison Between Goodness of Fit Tests for Copula

‎Copula functions as a model can show the relationship between variables‎. ‎Appropriate copula function for a specific application is a function that shows the dependency between data in a best way‎. ‎Goodness of fit tests theoretically are the best way in selection of copula function‎. ‎Different ways of goodness of fit for copula exist‎. ‎In this paper we will examine the goodness of fit test...

Power Comparison of Some Goodness-of-fit Tests

Improved Power in Multinomial Goodness-of-fit Tests

The Pearson’s chi-square and the log likelihood ratio chi-square statistics are fundamental tools in goodnessof-fit testing. Cressie and Read (1984) constructed a general family of divergences which includes both statistics as special cases. This family is indexed by a single parameter, and divergences at either end of the scale are more powerful against alternatives of one type while being rat...