Goodness of fit tests for Rayleigh distribution based on Phi-divergence

Goodness-of-fit Tests via Phi-divergences

By Leah Jager∗ and Jon A. Wellner† Grinnell College and University of Washington A unified family of goodness-of-fit tests based on φ−divergences is introduced and studied. The new family of test statistics Sn(s) includes both the supremum version of the Anderson-Darling statistic and the test statistic of Berk and Jones (1979) as special cases (s = 2 and s = 1 respectively). We also introduce ...

On the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality

It is well-known that the skew-normal distribution can provide an alternative model to the normal distribution for analyzing asymmetric data. The aim of this paper is to propose two goodness-of-fit tests for assessing whether a sample comes from a multivariate skew-normal (MSN) distribution. We address the problem of multivariate skew-normality goodness-of-fit based on the empirical Laplace tra...

GOODNESS - OF - FIT TESTS VIA PHI - DIVERGENCES By Leah

A unified family of goodness-of-fit tests based on φ-divergences is introduced and studied. The new family of test statistics Sn(s) includes both the supremum version of the Anderson–Darling statistic and the test statistic of Berk and Jones [Z. Wahrsch. Verw. Gebiete 47 (1979) 47–59] as special cases (s = 2 and s = 1, resp.). We also introduce integral versions of the new statistics. We show t...

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...

On Goodness-of-fit Tests