Goodness of fit test statistics for the zeta family
نویسندگان
چکیده
منابع مشابه
Goodness of fit test statistics for the zeta family
Goodness of fit test procedures for the zeta parametric family based on quadratic distances and the Box--Cox transform are developed. Test statistics based on quadratic distances are shown to follow a chi-square distribution asymptotically. Test procedures based on the Box-Cox transform make use of the estimator of the parameter introduced by the Box-Cox transform, and numerical computations ar...
متن کاملSSJ User’s Guide Package gof Goodness-of-fit test Statistics
This package provides facilities for performing and reporting different types of univariate goodness-of-fit statistical tests. Overview This package contains tools for performing univariate goodness-of-fit (GOF) statistical tests. Static methods for computing (or approximating) the distribution function F (x) of certain GOF test statistics, as well as their complementary distribution function ¯...
متن کاملSSJ User’s Guide Package gof Goodness-of-fit test Statistics
Overview This package contains tools for performing univariate goodness-of-fit (GOF) statistical tests. Static methods for computing (or approximating) the distribution function F (x) of certain GOF test statistics, as well as their complementary distribution function ¯ F (x) = 1 − F (x), are implemented in classes FDist and FBar. Tools for computing the GOF test statistics and the correspondin...
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Extended Abstract. Suppose n i.i.d. observations, X1, …, Xn, are available from the unknown distribution F(.), goodness-of-fit tests refer to tests such as H0 : F(x) = F0(x) against H1 : F(x) $neq$ F0(x). Some nonparametric tests such as the Kolmogorov--Smirnov test, the Cramer-Von Mises test, the Anderson-Darling test and the Watson test have been suggested by comparing empirical ...
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ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 1996
ISSN: 0167-6687
DOI: 10.1016/s0167-6687(96)00007-8