Distribution of Residuals in Fitted Parametric Models
نویسنده
چکیده
Results of a simulation study of the fit of data to an estimated parametric model are reported. Three particular models including the two-parameter normal and exponential distributions, and the simple linear regression model are considered. A number of scaled versions of the least squares residuals from the regression model, and quantities that may be called residuals from the other two models are seen to follow the parent distribution form too well, i.~., to be supernormal and superexponential. A point of particular interest is that this tendency does not decrease with increasing sample size.
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