Random Weighting Empirical Distribution Function and its Applications to Goodness-of-Fit Testing
Random Weighting Empirical Distribution Function and its Applications to Goodness-of-Fit Testing
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DOI：
10.1080/03610918.2013.835408
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发表时间：
2015-07
期刊：
影响因子：
--
通讯作者：
Daojiang He;Kai Xu;Xingzhong Xu
中科院分区：
文献类型：
--
作者：
Daojiang He;Kai Xu;Xingzhong Xu
本文介绍了经验分布函数（EDF）的一种随机化估计，称为随机加权经验分布函数（RWEDF），它的一个特殊情况与贝叶斯自助法（Bayesian bootstrap）等价。农村妇女赋权框架的一致性是在一定条件下确立的。通过将这个新的EDF替换为经典的EDF，我们得到了一些新版本的EDF检验统计量的拟合优度。仿真结果表明，在某些情况下，新的测试方法比基于经典EDF的相应测试方法更有效。
In this article, a randomized estimator of the empirical distribution function (EDF) called random weighting empirical distribution function (RWEDF) is introduced, one special case of which is just equivalent to the Bayesian bootstrap. The consistency of the RWEDF is established under certain conditions. By substituting this new EDF for the classical EDF, we obtain new versions of some EDF test statistics for goodness-of-fit. The simulation results show that the new tests are more powerful than the corresponding tests based on the classical EDF under some cases.