Random Weighting Empirical Distribution Function and its Applications to Goodness-of-Fit Testing

被引：2

作者：

He, Daojiang ^{[1
]}

Xu, Kai ^{[1
]}

Xu, Xingzhong ^{[2
]}

机构：

[1] Anhui Normal Univ, Dept Stat, Wuhu 241000, Peoples R China

[2] Beijing Inst Technol, Sch Math, Beijing 100081, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2015年 / 44卷 / 06期

基金：

中国国家自然科学基金;

关键词：

EDF; Goodness-of-fit test; Power performance; Random weighting; APPROXIMATION; SAMPLE;

D O I：

10.1080/03610918.2013.835408

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：

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.

引用

页码：1441 / 1452

页数：12

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