A Note on Weighted Least Square Distribution Fitting and Full Standardization of the Empirical Distribution Function1
نویسندگان
چکیده
The relationship between the norm square of the standardized cumulative distribution and the chi-square statistic is examined using the form of the covariance matrix as well as the projection perspective. This investigation enables us to give uncorrelated components of the chi-square statistic and provide interpretation of these components as innovations standardizing the cumulative distribution values. Also, it enables us to discuss a difference in large sample properties for estimators that minimize distances between empirical and theoretical distributions evaluated in fixed and random set of points.
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