Distribution free goodness of fit testing of grouped Bernoulli trials

Leigh A. Roberts

Statistics & Probability Letters, 2019, vol. 150, issue C, 47-53

Abstract: Recently Khmaladze has shown how to ‘rotate’ one empirical process to another. We apply this methodology to goodness of fit tests for Bernoulli trials, generated by a single distributional family, but with covariates varying over the sample. Grouping the data, we demonstrate that goodness of fit tests after rotation to distribution free processes are easily computed, and exhibit high power to reject incorrect null hypotheses.

Keywords: Covariates; Binomial trials; Kolmogorov–Smirnov; Logistic distribution; Rotation; Unitary transform (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.01.035

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