A study of the properties of a new goodness-of-fit test
| dc.contributor.author | Franke, Richard | |
| dc.contributor.author | Jayachandran, Toke | |
| dc.date | Technical Report for Period January-March 1980 | |
| dc.date.accessioned | 2013-03-07T21:54:28Z | |
| dc.date.available | 2013-03-07T21:54:28Z | |
| dc.date.issued | 1980 | |
| dc.identifier.uri | http://hdl.handle.net/10945/30226 | |
| dc.description.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. | en_US |
| dc.description.sponsorship | supported in part by the Foundation Research Program of the Naval Postgraduate School | en_US |
| dc.description.uri | http://archive.org/details/studyofpropertie00fran | |
| dc.language.iso | en_US | |
| dc.publisher | Monterey, California. Naval Postgraduate School | en_US |
| dc.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. | en_US |
| dc.subject.lcsh | Mathematical statistics | en_US |
| dc.title | A study of the properties of a new goodness-of-fit test | en_US |
| dc.type | Technical Report | en_US |
| dc.contributor.corporate | Naval Postgraduate School (U.S.) | |
| dc.subject.author | Goodness-of-Fit tests | en_US |
| dc.subject.author | Chi squared test | en_US |
| dc.subject.author | K-S test | en_US |
| dc.subject.author | Foutz test | en_US |
| dc.subject.author | power comparison | en_US |
| dc.subject.author | random stable distributions | en_US |
| dc.subject.author | Pearson's distributions, mixtures of normals | en_US |
| dc.description.funder | funds provided by the Chief of Naval Research | en_US |
| dc.identifier.npsreport | NPS-53-80-003 |
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