On Multivariate Goodness–of–Fit and Two–Sample Testing

نویسنده

  • Jerome H. Friedman
چکیده

i=1 each of which is presumed to be randomly drawn independently from some probability distribution with density p(x). The goal is to test the hypothesis that p(x) = p0(x), where p0(x) is some specified reference probability density. Ideally, the test should have power against all alternatives. That is as the sample size N becomes arbitrarily large, N → ∞, the test will reject the hypothesis for all distributions p 6= p0 at any non zero significance α level. A related problem is two–sample testing. Here one has two data sets: {xi} N

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

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...

متن کامل

Testing Several Rival Models Using the Extension of Vuong\'s Test and Quasi Clustering

The two main goals in model selection are firstly introducing an approach to test homogeneity of several rival models and secondly selecting a set of reasonable models or estimating the best rival model to the true one. In this paper we extend Vuong's method for several models to cluster them. Based on the working paper of Katayama $(2008)$, we propose an approach to test whether rival models h...

متن کامل

An Updated Review of Goodness of Fit Tests Based on Entropy

Different approaches to goodness of fit (GOF) testing are proposed. This survey intends to present the developments on Goodness of Fit based on entropy during the last 50 years, from the very first origins until the most recent advances for different data and models. Goodness of fit tests based on Shannon entropy was started by Vasicek in 1976 and were continued by many authors. In this paper, ...

متن کامل

ساخت و اعتباریابی مقیاس مهارتهای درون فردی و بین فردی زوجها

The purpose of the present study is to develop and evaluate psychometric properties of the Intrapersonal and Interpersonal Skills of Couples Scale (IISCS). In terms of testing, the research method was of descriptive type and the sampled statistical population included married men and women living in the city of Tehran, Iran. In this respect, 470 Iranian married men and women (277 women and 193 ...

متن کامل

Sample size and informetric model goodness-of-fit outcomes: a search engine log case study

The influence of sample size on informetric characteristics is examined to determine whether theoretical mathematical models can adequately fit large data sets. Two large data sets of queries submitted to the Excite search service were sampled for search characteristics (term frequencies, terms used per query, pages viewed per query, queries submitted per session) producing data sets of various...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2004