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New Goodness-of-Fit Tests Based on Sample Quantiles
Authors:M. D. Esteban  D. Morales  A. Sánchez
Affiliation:Operations Research Center , Miguel Hernández University of Elche , Elche, Spain
Abstract:In this article power divergences statistics based on sample quantiles are transformed in order to introduce new goodness-of-fit tests. Quantiles of the distribution of proposed statistics are calculated under uniformity, normality, and exponentiality. Several power comparisons are performed to show that the new tests are generally more powerful than the original ones.
Keywords:Divergence measures  Goodness-of-fit tests  Uniform distribution  Sample quantiles
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