Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications
نویسنده
چکیده
Author Contact: David E. Giles, Dept. of Economics, University of Victoria, P.O. Box 1700, STN CSC, Victoria, B.C., Canada V8W 2Y2; e-mail: [email protected]; Phone: (250) 721-8540; FAX: (250) 721-6214 Abstract We show that the full asymptotic null distribution for Watson’s 2 N U statistic, modified for discrete data, can be computed simply and exactly by standard methods. Previous approximate quantiles for the uniform multinomial case are found to be accurate. More extensive quantiles are presented for this distribution, as well as for the beta-binomial distribution and for the distributions associated with “Benford’s Laws”. A simulation experiment compares the power of the modified 2 N U test with that of Kuiper’s VN test. In addition, four illustrative empirical applications are provided. In addition, four illustrative empirical applications are provided to illustrate the usefulness of the 2 N U test. (This paper supercedes EWP0607.)
منابع مشابه
The Exact Asymptotic Distribution Function of Watson’s Un for Testing Goodness-of-fit with Circular Discrete Data*
* We are grateful to Sophie Hesling for her assistance with data collection. Abstract We show that the full asymptotic distribution for Watson's 2 N U statistic, modified for discrete data, can be computed by standard methods. Previous approximate percentiles for the uniform multinomial case are found to be accurate. More extensive percentiles are presented for this distribution, and for the di...
متن کاملA Jackknife Empirical Likelihood Approach to Goodness-of-fit Degenerate U-statistics Testing
Motivated by applications to goodness of fit degenerate U-statistics testing, the Jackknife empirical likelihood approach for U-statistics is generalized to degenerate U-statistics. The proposed empirical likelihood based goodness of fit tests are asymptotically distribution free. The asymptotic theory for testing shift of location, spatial depth testing for central symmetry, Cramér-von Mises t...
متن کاملOn 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 کاملAn Efficient Method to Generate Data and Compute Exact P-Values in Goodness-of-Fit Testing
In this paper we use a characterization of the set of sample counts that do not match with the null hypothesis of the test of goodness of fit. Two direct applications arise: first, to instantaneously generate data sets whose corresponding asymptotic P-values belong to a certain pre-defined range; and second, to compute exact P-values for this test in an efficient way. We present both issues bef...
متن کاملAn 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