论文信息 - PROPERLY RESCALED COMPONENTS OF SMOOTH TESTS OF FIT ARE DIAGNOSTIC

PROPERLY RESCALED COMPONENTS OF SMOOTH TESTS OF FIT ARE DIAGNOSTIC

SUMMARY The paper illustrates a typical pitfall associated with a conventional interpretation of components of smooth tests of fit, for example the first nonzero components of the smooth tests for Poissonity, exponentiality, normality and the geometric distribution. In order to achieve a directed diagnosis concerning the kind of departure from a hypothesised model, an appropriate rescaling of components is necessary.

Bernhard Klar | Norbert Henze | N. Henze | B. Klar

[1] G. Ducharme,et al. A note on smooth tests of goodness of fit for location-scale families , 1995 .

[2] J. Koziol. An alternative formulation of Neyman’s smooth goodness of fit tests under composite alternatives , 1987 .

[3] N. Henze. Do components of smooth tests of fit have diagnostic properties? , 1997 .

[4] M GREENWOOD,et al. The statistical study of infectious diseases. , 1946, Journal of the Royal Statistical Society. Series A.

[5] J. Gastwirth,et al. On classical tests of normality , 1977 .

[6] John C. W. Rayner,et al. Interpreting the skewness coefficient , 1995 .

[7] M. Stephens. EDF Statistics for Goodness of Fit and Some Comparisons , 1974 .

[8] T. W. Epps. A test of fit for lattice distributions , 1995 .

[9] Stephen Warwick Looney,et al. Diagnostic limitations of skewness coefficients in assessing departures from univariate and multivariate normality , 1993 .

[10] Stephen Warwick Looney,et al. A comparison of tests for multivariate normality that are based on measures of multivariate skewness and kurtosis , 1992 .

[11] Norbert Henze,et al. Empirical‐distribution‐function goodness‐of‐fit tests for discrete models , 1996 .

[12] D. Krewski,et al. On the estimation of the proportion of positives in a sequence of screening experiments , 1996 .

[13] J. Rayner,et al. Goodness of Fit for the Geometric Distribution , 1989 .