Goodness-of-fit test;
k-nearest neighbors rule;
Monte Carlo method;
Recognizing distribution;
Skewness and excess kurtosis;
NORMALITY;
D O I:
10.1080/03610918.2020.1812647
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
This article puts forward an idea of recognizing distributions rather than carrying-out classic goodness-of-fit tests (GoFTs). For the purpose of recognizing the k-nearest neighbors (kNN) rule is applied. We focus the reader's attention on recognizing the normal distribution. The main part of the article is devoted to the computer implementation of a classifier of distributions that involves kNN rule. GoFTs are conservative. Recognizing distributions is exemplified by simulation and real data examples. When the test statistics exceeds relevant critical value then the verdict sounds: there are reasons to rejectAnd what next? Recognizing distributions is the answer to this question.
机构:
Univ Athens, Dept Econ, Athens 11528, Greece
North West Univ, Unit Business Math & Informat, Potchefstroom, South AfricaUniv Athens, Dept Econ, Athens 11528, Greece
Meintanis, Simos G.
Swanepoel, Jan
论文数: 0引用数: 0
h-index: 0
机构:
North West Univ, Unit Business Math & Informat, Potchefstroom, South AfricaUniv Athens, Dept Econ, Athens 11528, Greece
Swanepoel, Jan
Allison, James
论文数: 0引用数: 0
h-index: 0
机构:
North West Univ, Unit Business Math & Informat, Potchefstroom, South AfricaUniv Athens, Dept Econ, Athens 11528, Greece