EDF Statistics for Goodness of Fit and Some Comparisons
作者： M. A. Stephens
DOI: 10.1080/01621459.1974.10480196
关键词:
摘要: Abstract This article offers a practical guide to goodness-of-fit tests using statistics based on the empirical distribution function (EDF). Five of leading are examined—those often labelled D, W 2, V, U A 2—and three important situations: where hypothesized F(x) is completely specified and represents normal or exponential with one more parameters be estimated from data. EDF easily calculated, require only line significance points for each situation. They also shown competitive in terms power.
jstor.org 
sci-hub.se 参考文章(24)
J. Durbin, M. Knott, Components of Cramér-Von Mises Statistics. I Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 34, pp. 290- 307 ,(1972) , 10.1111/J.2517-6161.1972.TB00908.X
M. A. Stephens, KOLMOGOROV-TYPE TESTS FOR EXPONENTIALITY WHEN THE SCALE PARAMETER IS UNKNOWN ,(1970)
A. W. Marshall, The Small Sample Distribution of $n\omega^2_n$ Annals of Mathematical Statistics. ,vol. 29, pp. 307- 309 ,(1958) , 10.1214/AOMS/1177706733
Hubert W. Lilliefors, On the Kolmogorov-Smirnov Test for Normality with Mean and Variance Unknown Journal of the American Statistical Association. ,vol. 62, pp. 399- 402 ,(1967) , 10.2307/2283970
J. D. Sargan, J. Koerts, A. P. J. Abrahamse, On the theory and application of the general linear model Economica. ,vol. 37, pp. 436- ,(1970) , 10.2307/2551956
S. S. Shapiro, M. B. Wilk, H. J. Chen, A Comparative Study of Various Tests for Normality Journal of the American Statistical Association. ,vol. 63, pp. 1343- 1372 ,(1968) , 10.1080/01621459.1968.10480932
Hubert W. Lilliefors, On the Kolmogorov-Smirnov Test for the Exponential Distribution with Mean Unknown Journal of the American Statistical Association. ,vol. 64, pp. 387- 389 ,(1969) , 10.1080/01621459.1969.10500983
J. DURBIN, Some methods of constructing exact tests Biometrika. ,vol. 53, pp. 629- 629 ,(1961) , 10.1093/BIOMET/53.3-4.629
S. S. Shapiro, R. S. Francia, An Approximate Analysis of Variance Test for Normality Journal of the American Statistical Association. ,vol. 67, pp. 215- 216 ,(1972) , 10.1080/01621459.1972.10481232
Egon Sharpe Pearson, Biometrika tables for statisticians ,(1954)