Anderson-Darling Tests of Goodness-of-Fit
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منابع مشابه
Random Projection-Based Anderson-Darling Test for Random Fields
In this paper, we present the Anderson-Darling (AD) and Kolmogorov-Smirnov (KS) goodness of fit statistics for stationary and non-stationary random fields. Namely, we adopt an easy-to-apply method based on a random projection of a Hilbert-valued random field onto the real line R, and then, applying the well-known AD and KS goodness of fit tests. We conclude this paper by studying the behavior o...
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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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Many works have been carried out to compare the efficiency of several goodness of fit procedures for identifying whether or not a particular distribution could adequately explain a data set. In this paper a study is conducted to investigate the power of several goodness of fit tests such as Kolmogorov Smirnov (KS), Anderson-Darling(AD), CramervonMises (CV) and a proposed modification of Kolmogo...
متن کاملA power comparison and simulation study of goodness-of-fit tests
We give the results of a comprehensive simulation study of the power properties of prominent goodness-of-fit tests. For testing the normal N(μ,σ2), we propose a new omnibus goodness-of-fit statistic C which is a combination of the Shapiro–Wilk statistic W and the correlation statistic R. We show that the test of normality based on C is overall more powerful than other prominent goodness-of-fit ...
متن کاملPowerful 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.
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تاریخ انتشار 2011