EDF Statistics for Goodness of Fit and Some Comparisons
EDF Statistics for Goodness of Fit and Some Comparisons
复制标题
DOI：
10.1080/01621459.1974.10480196
复制
发表时间：
1974-09
影响因子：
3.7
通讯作者：
M. Stephens
中科院分区：
文献类型：
--
作者：
M. Stephens
摘要本文提供了基于经验分布函数（EDF）的统计量的拟合优度检验的实用指南。研究了五种主要统计量——通常标记为D， W 2， V, U 2， A 2——以及三种重要情况：假设分布F(x)完全指定，F(x)代表正态分布或指数分布，其中有一个或多个参数需要从数据中估计。EDF统计数据很容易计算，并且测试只需要每种情况的一行显著性点。他们在权力方面也表现出竞争力。
Abstract This article offers a practical guide to goodness-of-fit tests using statistics based on the empirical distribution function (EDF). Five of the leading statistics are examined—those often labelled D, W 2, V, U 2, A 2—and three important situations: where the hypothesized distribution F(x) is completely specified and where F(x) represents the normal or exponential distribution with one or more parameters to be estimated from the data. EDF statistics are easily calculated, and the tests require only one line of significance points for each situation. They are also shown to be competitive in terms of power.