In the univariate continuous goodness-of-fit problem, the probability integral transformation (PIT) is used to transform the sample observations into the unit interval when the distribution to be tested is completely specified (the simple case); thus reducing the problem to that of testing uniformity of the transforms. The asymptotic theory for the induced empirical process in (0,1) is well known and so, that of functionals of it, including the so called EDF tests that are based on the Empirical Distribution Function ( see Tests of fit based on the empirical distribution function).

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Exact Goodness-of-fit Tests Based on Sufficiency

  • Federico J. O’Reilly Togno,
  • Leticia Gracia-Medrano

摘要

In the univariate continuous goodness-of-fit problem, the probability integral transformation (PIT) is used to transform the sample observations into the unit interval when the distribution to be tested is completely specified (the simple case); thus reducing the problem to that of testing uniformity of the transforms. The asymptotic theory for the induced empirical process in (0,1) is well known and so, that of functionals of it, including the so called EDF tests that are based on the Empirical Distribution Function ( see Tests of fit based on the empirical distribution function).