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A Comparative Study of Some Modified Chi-Squared Tests |
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| Authors: | V. Voinov N. Pya R. Alloyarova |
| Affiliation: | 1. Department of Operations Management and Information Systems , Kazakhstan Institute of Management, Economics, and Strategic Research , Almaty, Kazakhstanvoinovv@kimep.kz;3. Department of Operations Management and Information Systems , Kazakhstan Institute of Management, Economics, and Strategic Research , Almaty, Kazakhstan |
| Abstract: | Some recent results in the theory and applications of modified chi-squared goodness-of-fit tests are briefly discussed. It seems that for the first time power of modified chi-squared type tests for the logistic and three-parameter Weibull distributions based on moment type estimators is studied. Power of different modified tests against some alternatives for equiprobable fixed or random grouping intervals, and for Neyman–Pearson classes is investigated. It is shown that power of test statistic essentially depends on the quantity of Fisher's sample information this statistic uses. Some recommendations on implementing modified chi-squared type tests are given. |
| Keywords: | Anderson–Darling test Equiprobable and Neyman–Pearson classes Maximum likelihood and moment' type estimators Minimum chi-squared Mirvaliev's test Pearson–Fisher's test Pearson's chi-squared test Power of modified chi-squared tests Rao–Robson–Nikulin test |