Distribution free goodness of fit testing of grouped Bernoulli trials

被引：1

作者：

Roberts, Leigh A. ^{[1
]}

机构：

[1] Victoria Univ Wellington, Sch Econ & Finance, Wellington, New Zealand

来源：

STATISTICS & PROBABILITY LETTERS | 2019年 / 150卷

关键词：

Covariates; Binomial trials; Kolmogorov-Smirnov; Logistic distribution; Rotation; Unitary transform;

D O I：

10.1016/j.spl.2019.01.035

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：

Recently Khmaladze has shown how to 'rotate' one empirical process to another. We apply this methodology to goodness of fit tests for Bernoulli trials, generated by a single distributional family, but with covariates varying over the sample. Grouping the data, we demonstrate that goodness of fit tests after rotation to distribution free processes are easily computed, and exhibit high power to reject incorrect null hypotheses. (C) 2019 Elsevier B.V. All rights reserved.

引用

页码：47 / 53

页数：7

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