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.



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.

Viewing alternatives


Public Attention

Altmetrics from Altmetric

Number of Citations

Citations from Dimensions

Item Actions