Powerful goodness-of-fit tests based on the likelihood ratio

被引：156

作者：

Zhang, J ^{[1
]}

机构：

[1] Univ Manitoba, Dept Stat, Winnipeg, MB R3T 2N2, Canada

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | 2002年 / 64卷

关键词：

Anderson-Darling test; Cramer-von Mises test; goodness of fit; Kolmogorov-Smirnov test; likelihood ratio; power comparison;

D O I：

10.1111/1467-9868.00337

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：

A new approach of parameterization is proposed to construct a general goodness-of-fit test. It can not only generate traditional tests (including the Kolmogorov-Smirnov, Cramer-von Mises and Anderson-Darling tests) but also produce new types of omnibus tests, which are generally much more powerful than the old ones.

引用

页码：281 / 294

页数：14

共 26 条

[1] A TEST OF GOODNESS OF FIT [J].