Efficiency of Smooth Goodness-of-Fit Tests
Efficiency of Smooth Goodness-of-Fit Tests
复制标题
平滑拟合优度检验的效率
DOI:
10.1080/01621459.1979.10482525
复制
发表时间:
1979
影响因子:
3.7
通讯作者:
D. Pierce
中科院分区:
文献类型:
--
作者:
K. Kopecky;D. Pierce
Abstract The smooth goodness-of-fit test of Neyman (1937) was generalized to composite hypotheses by Javitz (1975) and Thomas and Pierce (1979). The test statistic is derived, as is its local asymptotic relative efficiency (LARE), which permits its comparison with other quadratic score statistic (QSS) tests, which include a Pearson-type χ2 test. For testing the negative exponential and normal distributions, the smooth test is seen to have greater LARE than the Pearson-type test and LARE comparable to certain other QSS tests for particular local alternatives.