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Goodness of fit testing using a specific density estimate

Albers, Casper J. and Schaafsma, Willem (2008). Goodness of fit testing using a specific density estimate. Statistics & Decisions, 26(1) pp. 3–23.

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DOI (Digital Object Identifier) Link: http://dx.doi.org/10.1524/stnd.2008.0909
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Abstract

To test the hypothesis H0: f=? that an unknown density f is equal to a specified one, ?, an estimate f^ of f is compared with ?. The total variation distance || f^-?||1 is used as test statistic. The density estimate f^ considered is a peculiar one. A table of critical values is provided, this table is applicable for arbitrary ?. Relations with other methods, Neyman´s smooth tests in particular, are discussed and power comparisons are performed. In certain situations, our test is recommendable. An example from practice is provided.

Item Type: Journal Article
Copyright Holders: 2008 Oldenbourg Wissenschaftsverlag, München
ISSN: 0721-2631
Keywords: goodness of fit; Neyman smooth tests; power analysis
Academic Unit/Department: Mathematics, Computing and Technology
Item ID: 22515
Depositing User: Sarah Frain
Date Deposited: 18 Aug 2010 11:34
Last Modified: 06 Dec 2010 17:10
URI: http://oro.open.ac.uk/id/eprint/22515
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