A note on Moore's conjecture

Richard Lockhart and Federico O'Reilly

Statistics & Probability Letters, 2005, vol. 74, issue 2, 212-220

Abstract: We establish the conjecture of Moore [1973. A note on Srinivasan's goodness-of-fit test. Biometrika 60, 209-211] that the usual plug-in estimate of a distribution function and the Rao-Blackwell estimate of the distribution function are asymptotically equivalent for a wide class of exponential family distributions.

Keywords: Empirical; distribution; function; Goodness-of-fit; Local; central; limit; theorem; Rao-Blackwell (search for similar items in EconPapers)
Date: 2005
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