POWER OF THE CHI-2 GOODNESS OF FIT TEST AT SIGNAL PLUS NOISE ALTERNATIVES

被引:1
作者
KAISER, LD
SAMANIEGO, FJ
机构
[1] University of California, Davis
来源
COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION | 1979年 / 8卷 / 01期
关键词
convolution; likelihood estimation; Likelihood ratio test; maximum; Poisson and geometric distribution;
D O I
10.1080/03610917908812105
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
2 The x goodness of fit test is widely used as a means of validation of a probability model. Failure to reject a proba- bility model on the basis of a x test is an ambiguous result in the absence of a thorough knowledge of the power of the test for a broad class of reasonable alternatives. The class of signal plus noise distributions comprises a large collection of probability models which appropriately describes observable random variables in many different contexts and which contains the 2 standard models as degenerate cases. The power of the x test is examined via simulation at signal plus noise alternatives to the geometric and Poisson distributions. Among noted characteristics of these power curves is the surprising fact the power need not be a monotone function of a very natural. © 1979, Taylor & Francis Group, LLC. All rights reserved.
引用
收藏
页码:75 / 90
页数:16
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