Computation of optimal plotting points based on Pitman closeness with an application to goodness-of-fit for location-scale families

N. Balakrishnan, K.F. Davies, J.P. Keating and R.L. Mason

Computational Statistics & Data Analysis, 2012, vol. 56, issue 9, 2637-2649

Abstract: Plotting points of order statistics are often used in the determination of goodness-of-fit of observed data to theoretical percentiles. Plotting points are usually determined by using nonparametric methods which produce, for example, the mean- and median-ranks. Here, we use a distribution-based approach which selects plotting points (quantiles) based on the simultaneous-closeness of order statistics to population quantiles. We show that the plotting points so determined are robust over a multitude of symmetric distributions and then demonstrate their usefulness by examining the power properties of a correlation goodness-of-fit test for normality.

Keywords: Order statistics; Plotting points; Robustness; Simultaneous closeness; Goodness-of-fit; Mean-ranks; Median-ranks; Pitman closeness criterion (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:56:y:2012:i:9:p:2637-2649

DOI: 10.1016/j.csda.2012.02.021

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