Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155236 | Statistics & Probability Letters | 2008 | 9 Pages |
Abstract
We consider in this paper goodness-of-fit tests of the null hypothesis that the underlying d.f. of a sample F(.), belongs to a given family of distribution functions F. We propose a method for deriving approximate values of the power of a weighted Cramér-von Mises type test of goodness of fit. Our method relies on Karhunen-Loève [K.L] expansions on (0, 1] for weighted Brownian bridges.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mohammed Boukili Makhoukhi,