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Minimal–maximal correlation-type goodness-of-fit tests
- Source :
- Journal of Statistical Computation and Simulation. 86:2157-2164
- Publication Year :
- 2015
- Publisher :
- Informa UK Limited, 2015.
-
Abstract
- In this paper we consider correlation-type tests based on plotting points which are modifications to the simultaneous closeness probability plotting points as recently introduced in the literature. In particular, we consider a maximal correlation test and a minimal correlation test. Furthermore, we provide two methods to carry out each test, where one method uses plotting points which are data dependent and the other test uses plotting points which are not. Some numerical properties on the associated correlation statistics are provided for various distributions, as well as a comprehensive power study to assess their performance in comparison to correlation-type tests based on more traditional plotting points. Two illustrative examples are also provided to demonstrate the tests. Finally, we make some observations and provide ideas for future work.
- Subjects :
- Statistics and Probability
Applied Mathematics
Carry (arithmetic)
05 social sciences
Closeness
Order statistic
Type (model theory)
01 natural sciences
Test (assessment)
Power (physics)
Correlation
010104 statistics & probability
Goodness of fit
Modeling and Simulation
0502 economics and business
Statistics
0101 mathematics
Statistics, Probability and Uncertainty
Algorithm
050205 econometrics
Mathematics
Subjects
Details
- ISSN :
- 15635163 and 00949655
- Volume :
- 86
- Database :
- OpenAIRE
- Journal :
- Journal of Statistical Computation and Simulation
- Accession number :
- edsair.doi...........fb3ba9a248c3489730991d1f6b260198