Empirical Characteristic Function Approach to Goodness-of-Fit Tests for the Generalized Exponential Distribution

被引：0

作者：

Allam, Suzanne Abdel-Rahman ^{[1
]}

机构：

[1] Cairo Univ, Dept Math Stat, Inst Stat Studies & Res, Giza, Egypt

来源：

PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH | 2011年 / 7卷 / 01期

关键词：

goodness-of-fit tests; empirical characteristic function; generalized exponential distribution; maximum likelihood estimation; empirical distribution function;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The goodness-of-fit test of Towhidi and Salmanpour (2007), which is based on the empirical characteristic function is used for testing the fit of the generalized exponential distribution. Monte Carlo procedures are employed to obtain the empirical percentage points for the test statistic. In addition, an extensive power study is conducted to compare the performance of this test against the well known goodness-of-fit tests which are based on empirical distribution function.

引用

页码：67 / 86

页数：20

共 50 条

[1] Goodness-of-Fit Tests for a Multivariate Distribution by the Empirical Characteristic Function
J Multivar Anal, 1 (36):
[2] Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
Fan, YQ
JOURNAL OF MULTIVARIATE ANALYSIS, 1997, 62 (01) : 36 - 63
[3] Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
Gürtler, N
Henze, N
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2000, 52 (02) : 267 - 286
[4] Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function
Nora Gürtler
Norbert Henze
Annals of the Institute of Statistical Mathematics, 2000, 52 : 267 - 286
[5] Goodness-of-fit tests based on the empirical characteristic function
Aleksej Bakshaev
Rimantas Rudzkis
Lithuanian Mathematical Journal, 2017, 57 : 155 - 170
[6] Goodness-of-fit tests based on the empirical characteristic function
Bakshaev, Aleksej
Rudzkis, Rimantas
LITHUANIAN MATHEMATICAL JOURNAL, 2017, 57 (02) : 155 - 170
[7] Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach
Muneya Matsui
Akimichi Takemura
TEST, 2008, 17 : 546 - 566
[8] Binned goodness-of-fit tests based on the empirical characteristic function
Meintanis, S
Ushakov, NG
STATISTICS & PROBABILITY LETTERS, 2004, 69 (03) : 305 - 314
[9] Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
Muneya Matsui
Akimichi Takemura
Annals of the Institute of Statistical Mathematics, 2005, 57 : 183 - 199
[10] Empirical characteristic function approach to goodness-of-fit tests for the cauchy distribution with parameters estimated by MLE or EISE
Matsui, M
Takemura, A
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2005, 57 (01) : 183 - 199

← 1 2 3 4 5 →