کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1148273 | 957826 | 2009 | 8 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: Unbiased goodness-of-fit tests Unbiased goodness-of-fit tests](/preview/png/1148273.png)
Familiar distribution-free goodness-of-fit tests like the Kolmogorov–Smirnov test are all biased tests. In this paper, we show how to compute the bias of any distribution-free goodness-of-fit test that corresponds to a distribution-free confidence band for the cumulative distribution function (CDF). The bias of the Kolmogorov–Smirnov test turns out to be smaller than the biases of other distribution-free goodness-of-fit tests. We also develop a method for obtaining unbiased goodness-of-fit tests, which can then be inverted to obtain unbiased confidence bands for the CDF. Interestingly, only a discrete set of levels are available for the unbiased tests. Our power comparisons show that while removing bias improves the power of a test at some alternatives, it does not improve the overall power properties of the test.
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 10, 1 October 2009, Pages 3690–3697