Extreme-Value Moment Goodness-of-Fit Tests View Full Text


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Article Info

DATE

2001-09

AUTHORS

Theodore P. Hill, Victor Perez-Abreu

ABSTRACT

A general goodness-of-fit test for scale-parameter families of distributions is introduced, which is based on quotients of expected sample minima. The test is independent of the mean of the distribution, and, in applications to testing for exponentiality of data, compares favorably to other goodness-of-fit tests for exponentiality based on the empirical distribution function, regression methods and correlation statistics. The new minimal-moment method uses ratios of easily-calculated, unbiased, strongly consistent U-statistics, and the general technique can be used to test many standard composite null hypotheses such as exponentiality, normality or uniformity (as well as simple null hypotheses). More... »

PAGES

543-551

References to SciGraph publications

  • 1991-09. A class of consistent tests for exponentiality based on the empirical Laplace transform in ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1023/a:1014673230617

    DOI

    http://dx.doi.org/10.1023/a:1014673230617

    DIMENSIONS

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