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
收藏
页码：67 / 86
页数：20
相关论文
共 50 条
  • [41] Tests for the goodness-of-fit of the Laplace distribution
    Chen, C
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2002, 31 (01) : 159 - 174
  • [42] Goodness-of-fit tests for the Cauchy distribution
    Onen, BH
    Dietz, DC
    Yen, VC
    Moore, AH
    COMPUTATIONAL STATISTICS, 2001, 16 (01) : 97 - 107
  • [43] Goodness-of-fit tests for the Cauchy distribution
    Bora H. Onen
    Dennis C. Dietz
    Vincent C. Yen
    Albert H. Moore
    Computational Statistics, 2001, 16 : 97 - 107
  • [44] Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
    Karling, Maicon J.
    Genton, Marc G.
    Meintanis, Simos G.
    STATISTICS AND COMPUTING, 2023, 33 (05)
  • [45] Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
    Maicon J. Karling
    Marc G. Genton
    Simos G. Meintanis
    Statistics and Computing, 2023, 33
  • [46] The weighted characteristic function of the multivariate PIT: Independence and goodness-of-fit tests
    Quessy, Jean-Francois
    Lemaire-Paquette, Samuel
    JOURNAL OF MULTIVARIATE ANALYSIS, 2024, 201
  • [47] Goodness-of-fit tests for generalized Poisson distributions
    Batsidis, A.
    Milosevic, B.
    Jimenez-Gamero, M. D.
    STATISTICS, 2025, 59 (02) : 276 - 304
  • [48] A prequential goodness-of-fit test for the exponential distribution
    ElAroui, MA
    COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1996, 323 (09): : 1069 - 1072
  • [49] GOODNESS-OF-FIT TESTS FOR PARAMETRIC REGRESSION MODELS BASED ON EMPIRICAL CHARACTERISTIC FUNCTIONS
    Huskova, Marie
    Meintanis, Simos G.
    KYBERNETIKA, 2009, 45 (06) : 960 - 971
  • [50] Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform
    Henze, Norbert
    Meintanis, Simos G.
    Ebner, Bruno
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2012, 41 (09) : 1543 - 1556
12345