期刊論文
| 學年 | 100 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2012-01-01 |
| 作品名稱 | Averaged shifted chi-square test |
| 作品名稱（其他語言） | |
| 著者 | Wu, Jyh-Shyang; Deng, Wen-Shuenn |
| 單位 | 淡江大學數學學系; 淡江大學統計學系 |
| 出版者 | Abingdon: Taylor & Francis Ltd. |
| 著錄名稱、卷期、頁數 | Journal of Nonparametric Statistics 24(1), pp.39-57 |
| 摘要 | A simple procedure based on the average of shifted chi-square statistics (ASCS) is proposed to improve the classical chi-square procedure for testing whether a random sample has been drawn from a specified continuous distribution. We repeatedly partition the sample space, say, ℓ times to obtain ℓ respective chi-square statistics. The proposed test statistic is defined as the average value of the resultant ℓ shifted chi-square statistics. We prove that the ASCS is asymptotically distributed as a weighted sum of a finite number of chi-square variables by the theory of U-statistics. The proposed procedure is shown to be markedly less sensitive to the choice of the anchor position and Monte Carlo experiments demonstrate that it leads to noticeable gains in power. |
| 關鍵字 | averaged shifted chi-square statistics; goodness-of-fit test; anchor point; U-statistics; overlapping ells |
| 語言 | en |
| ISSN | 1048-5252; 1029-0311 |
| 期刊性質 | 國外 |
| 收錄於 | SCI |
| 產學合作 | |
| 通訊作者 | Deng, Wen-Shuenn |
| 審稿制度 | |
| 國別 | GBR |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/56490 ) |