In this paper, we propose a test of fit based on maximum entropy. The asymptotic distribution of the proposed test statistic is established and a corrected form for small and medium sample sizes is furnished. The performance of the test is investigated through extensive Monte Carlo simulations. Real examples are also presented and analyzed.

We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence constructed via Stein’s method using functions from a Reproducing Kernel Hilbert Space. Our test statistic is based on an empirical estimate of this divergence, takin...

Introduction. The goodness of t tests of the empirical data to one theoretical distribution, and particularly the χ of Pearson, are very used in practice, also as preliminary step for the use of methods of parametric inference which are consistent with precise models of distribution. Gasser [10] explored the χ test for correlated data by simulations and, subsequently, Moore [14] and Gleser and ...

Scientists often use the Chi-square (χ) test to determine the “goodness of fit” between theoretical and experimental data. In this test, we compare observed values with theoretical or expected values. Observed values are those that the researcher obtains empirically through direct observation. The theoretical or expected values are developed on the basis of an established theory or a working hy...

WASHINGTON (AP) — Democrats promised Thursday to speed an economic recovery package through Congress, but vowed to rearrange President Bush’s budget proposal to ben­ efit m iddle-income Americans, not the rich. “ Democrats w ill not obstruct, but we w ill try to improve the p re s id e n t’s p acka ge ,” sa id House Majority Leader Richard Gephardt, D-Mo., as the Budget Committee began hearings...

In this paper, we introduce a goodness of fit test for expo- nentiality based on Lin-Wong divergence measure. In order to estimate the divergence, we use a method similar to Vasicek’s method for estimat- ing the Shannon entropy. The critical values and the powers of the test are computed by Monte Carlo simulation. It is shown that the proposed test are competitive with other tests of exponentia...