教師資料查詢 | 類別: 期刊論文 | 教師: 伍志祥 Wu Jyh-shyang (瀏覽個人網頁)

標題:Averaged shifted chi-square test
學年
學期
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
ISSN1048-5252; 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
國別英國
公開徵稿
出版型式紙本
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