Random Weighting Empirical Distribution Function and its Applications to Goodness-of-Fit Testing |
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Authors: | Daojiang He Kai Xu Xingzhong Xu |
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Institution: | 1. Department of Statistics, Anhui Normal University, Wuhu 241000, P.R. Chinadjheahnu@163.com;3. Department of Statistics, Anhui Normal University, Wuhu 241000, P.R. China;4. School of Mathematics, Beijing Institute of Technology, Beijing 100081, P.R.?China |
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Abstract: | In this article, a randomized estimator of the empirical distribution function (EDF) called random weighting empirical distribution function (RWEDF) is introduced, one special case of which is just equivalent to the Bayesian bootstrap. The consistency of the RWEDF is established under certain conditions. By substituting this new EDF for the classical EDF, we obtain new versions of some EDF test statistics for goodness-of-fit. The simulation results show that the new tests are more powerful than the corresponding tests based on the classical EDF under some cases. |
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Keywords: | EDF Goodness-of-fit test Power performance Random weighting |
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