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Goodness-of-fit tests for discrete models based on the integrated distribution function
Authors:Bernhard Klar
Affiliation:Institut für Mathematische Stochastik, Universit?t Karlsruhe, Englerstr. 2, D-76128 Karlsruhe, Germany (e-mail: Bernhard.Klar@math.uni-karlsruhe.de), DE
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
Keywords:: Goodness-of-fit test  integrated distribution function  discrete distribution  empirical process  sequence space  parametric bootstrap
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