Publication:
A study of the properties of a new goodness-of-fit test

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Authors
Franke, Richard
Jayachandran, Toke
Subjects
Goodness-of-Fit tests
Chi squared test
K-S test
Foutz test
power comparison
random stable distributions
Pearson's distributions, mixtures of normals
Advisors
Date of Issue
1980
Date
Technical Report for Period January-March 1980
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
We investigate the power properties of a new goodness-of-fit test proposed by Foutz (1980). This new test is compared with the Chi squared test and the Kolmogorov-Smirnov (K-S) test for normality when the samples come from (i) the family of asymmetric stable distributions, (ii) mixtures of normal distributions, and (iii) the Pearson family. The general conclusion is that the new test performs better than the Chi squared and the K-S test when the parent distribution is heavy-tailed. If the hypothesized distribution differs from the true distribution in location only, the new test does not do as well as the other two.
Type
Technical Report
Description
Series/Report No
Department
Identifiers
NPS Report Number
NPS-53-80-003
Sponsors
supported in part by the Foundation Research Program of the Naval Postgraduate School
Funder
funds provided by the Chief of Naval Research
Format
Citation
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
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