Polygonal smoothing of the empirical distribution function
نویسندگان
چکیده
منابع مشابه
A New Goodness-of-Fit Test for a Distribution by the Empirical Characteristic Function
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: Statistical Inference for Stochastic Processes
سال: 2018
ISSN: 1387-0874,1572-9311
DOI: 10.1007/s11203-018-9183-y