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標題
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Averaged shifted chi-square test |
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學年
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100 |
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學期
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1 |
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出版（發表）日期
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2012/01/01 |
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作品名稱
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Averaged shifted chi-square test |
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作品名稱（其他語言）
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著者
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Wu, Jyh-Shyang; Deng, Wen-Shuenn |
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單位
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淡江大學數學學系; 淡江大學統計學系 |
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出版者
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Abingdon: Taylor & Francis Ltd. |
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著錄名稱、卷期、頁數
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Journal of Nonparametric Statistics 24(1), pp.39-57 |
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摘要
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A simple procedure based on the average of shifted chi-square statistics (ASCS) is proposed to improve the classical chi-square procedure for testing whether a random sample has been drawn from a specified continuous distribution. We repeatedly partition the sample space, say, ℓ times to obtain ℓ respective chi-square statistics. The proposed test statistic is defined as the average value of the resultant ℓ shifted chi-square statistics. We prove that the ASCS is asymptotically distributed as a weighted sum of a finite number of chi-square variables by the theory of U-statistics. The proposed procedure is shown to be markedly less sensitive to the choice of the anchor position and Monte Carlo experiments demonstrate that it leads to noticeable gains in power. |
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關鍵字
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averaged shifted chi-square statistics; goodness-of-fit test; anchor point; U-statistics; overlapping ells |
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語言
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英文 |
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ISSN
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1048-5252; 1029-0311 |
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期刊性質
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國外 |
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收錄於
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SCI |
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產學合作
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通訊作者
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Deng, Wen-Shuenn |
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審稿制度
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國別
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英國 |
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公開徵稿
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出版型式
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紙本 |