Bias of Nonparametric Goodness-of-Fit Tests Relative to Certain Pairs of Competing Hypotheses
- 作者: Lemeshko B.1, Blinov P.1, Lemeshko S.1
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隶属关系:
- Novosibirsk State Technical University
- 期: 卷 59, 编号 5 (2016)
- 页面: 468-475
- 栏目: Article
- URL: https://journals.rcsi.science/0543-1972/article/view/245891
- DOI: https://doi.org/10.1007/s11018-016-0992-3
- ID: 245891
如何引用文章
详细
The application of the nonparametric Anderson–Darling, Cramer–Mises–Smirnov, Kuiper, Watson, Kolmogorov, and Zhang goodness-of-fit tests in verification of simple and composite hypotheses is considered. Based on an investigation of the power, it is shown for the first time that there exist pairs of competing hypotheses which these tests are not able to distinguish in the case of small sample sizes n and type 1 error probabilities. It is shown that the reason for this lies in the bias of the tests in corresponding situations.
作者简介
B. Lemeshko
Novosibirsk State Technical University
编辑信件的主要联系方式.
Email: Lemeshko@ami.nstu.ru
俄罗斯联邦, Novosibirsk
P. Blinov
Novosibirsk State Technical University
Email: Lemeshko@ami.nstu.ru
俄罗斯联邦, Novosibirsk
S. Lemeshko
Novosibirsk State Technical University
Email: Lemeshko@ami.nstu.ru
俄罗斯联邦, Novosibirsk