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
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 en
ISSN 1048-5252; 1029-0311
期刊性質 國外
收錄於 SCI
通訊作者 Deng, Wen-Shuenn
國別 GBR
出版型式 紙本

機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/56490 )