A note on goodness-of-fit statistics with asymptotically normal distributions *
Authors:
Ibrahim A. Ahmad -
†
a;
Chang C. Y. Dorea b
| Affiliations: | a Division of Statistics, Northern Illinois University, DeKalb, Illinois |
| b Department of Mathematics, University of Brasilia, Brasilia, DF, Brazil |
DOI:
10.1080/10485250108832862
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
View Article:
View Article (PDF)
Abstract
A generalization of the Cramer-vonMises L2 distance is proposed. It gives rise to a class of goodness-of-fit statistics that is difficult to analyze using traditional techniques based on empirical distributions but can easily be modified to yield null and non null limiting normal distributions. The family index may be used to maximize the power of the test for a specific alternative hypothesis. The procedure presented here is shown to work for Watson's modification for circular data and also when testing symmetry about the zero. The problem of testing two-samples is also presented. All procedures presented here are distributions-free and can be used equally for univariate or multivariate data.
|
|
*Research conducted while the first-named author visited the University of Brasilia whose hospitality and support is gratefully acknowledged. The author is now with the Department of Statistics, University of Central Florida, Orlando, Fl (32816-2370).
|
|
†Corresponding author.
|
| Keywords: Cramer-vonMises statistics; Goodness of fit tests; Asymptotic normality; Distribution free; Watson test; Testing symmetry; Two-sample problems |
| view references (11) |

Download Citation


CiteULike
Del.icio.us
BibSonomy
Connotea