Order statistics in goodness-of-fit testing

被引：41
|
作者：
Glen, AG [1 ]
Leemis, LM
Barr, DR
机构：
[1] US Mil Acad, Dept Math Sci, West Point, NY 10996 USA
[2] Coll William & Mary, Dept Math, Williamsburg, VA 23187 USA
来源：
IEEE TRANSACTIONS ON RELIABILITY | 2001年 / 50卷 / 02期
关键词：
computational algebra system; goodness-of-fit; model adequacy; order statistics; power;
D O I：
10.1109/24.963129
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
Our new method uses order statistics to judge the fit of a distribution to data. A test-statistic based on quantiles of order-statistics compares favorably with the Kolmogorov-Smirnov (K-S) and Anderson-Darling (A-D) test statistics. The performance of this new goodness-of-fit test statistic is examined with simulation experiments. For certain hypothesis tests, the test statistic is more powerful than the K-S and A-D test statistics. The new test statistic is calculated using a computer algebra system because of the need to compute exact distributions of order statistics.
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页码：209 / 213
页数：5
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