Goodness-of-fit tests for discrete models based on the integrated distribution function |
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| Authors: | Bernhard Klar |
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| Affiliation: | Institut für Mathematische Stochastik, Universit?t Karlsruhe, Englerstr. 2, D-76128 Karlsruhe, Germany (e-mail: Bernhard.Klar@math.uni-karlsruhe.de), DE
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| Abstract: | This paper presents a new widely applicable omnibus test for discrete distributions which is based on the difference between the integrated distribution function Ψ(t)=∫t ∞ (1−F(x))dx and its empirical counterpart. A bootstrap version of the test for common lattice models has accurate error rates even for small samples and exhibits high power with respect to competitive procedures over a large range of alternatives. Received: July 1998 |
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| Keywords: | : Goodness-of-fit test integrated distribution function discrete distribution empirical process sequence space parametric bootstrap |
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