標題
|
Averaged shifted chi-square test |
學年
|
100 |
學期
|
1 |
出版(發表)日期
|
2012/01/01 |
作品名稱
|
Averaged shifted chi-square test |
作品名稱(其他語言)
|
|
著者
|
Wu, Jyh-Shyang; Deng, Wen-Shuenn |
單位
|
淡江大學數學學系; 淡江大學統計學系 |
出版者
|
Abingdon: Taylor & Francis Ltd. |
著錄名稱、卷期、頁數
|
Journal of Nonparametric Statistics 24(1), pp.39-57 |
摘要
|
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. |
關鍵字
|
averaged shifted chi-square statistics; goodness-of-fit test; anchor point; U-statistics; overlapping ells |
語言
|
英文 |
ISSN
|
1048-5252; 1029-0311 |
期刊性質
|
國外 |
收錄於
|
SCI |
產學合作
|
|
通訊作者
|
Deng, Wen-Shuenn |
審稿制度
|
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國別
|
英國 |
公開徵稿
|
|
出版型式
|
紙本 |