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THE CONSTRUCTION OF THE SIMPLE X2 AND NEYMAN SMOOTH GOODNESS OF FIT TESTS

J.C.W. Rayner, D.J. Best and K.G. Dodds

Statistica Neerlandica, 1985, vol. 39, issue 1, 35-50

Abstract: Suppose we wish to test whether data are consistent with a completely specified continuous distribution against a general alternative. Familiar omnibus tests are PEARSON'S X2 test and NEYMAN'S smooth test. Fundamental problems in the application of these tests are the construction and number of classes to use for X2, and the choice of the order of the NEYMAN smooth test. This paper examines these questions.

Date: 1985
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https://doi.org/10.1111/j.1467-9574.1985.tb01123.x

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