An approximation for the power function of a non-parametric test of fit

Mohammed Boukili Makhoukhi

Statistics & Probability Letters, 2008, vol. 78, issue 8, 1034-1042

Abstract: We consider in this paper goodness-of-fit tests of the null hypothesis that the underlying d.f. of a sample F(.), belongs to a given family of distribution functions . We propose a method for deriving approximate values of the power of a weighted Cramer-von Mises type test of goodness of fit. Our method relies on Karhunen-Loeve [K.L] expansions on (0, 1] for weighted Brownian bridges.

Date: 2008
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(07)00363-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:78:y:2008:i:8:p:1034-1042

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().