Uniformly Powerful Goodness of Fit Tests

Powerful goodness-of-fit tests based on the likelihood ratio

A new approach of parameterization is proposed to construct a general goodnessof-fit test. It can not only generate traditional tests (including the Kolmogorov–Smirnov, Cramér– von Mises and Anderson–Darling tests) but also produce new types of omnibus tests, which are generally much more powerful than the old ones.

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

Uniformly Most Powerful Bayesian Tests.

Uniformly most powerful tests are statistical hypothesis tests that provide the greatest power against a fixed null hypothesis among all tests of a given size. In this article, the notion of uniformly most powerful tests is extended to the Bayesian setting by defining uniformly most powerful Bayesian tests to be tests that maximize the probability that the Bayes factor, in favor of the alternat...

Anderson-Darling Tests of Goodness-of-Fit