Basu's Lemma and Goodness-of-Fit Tests |
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Authors: | Martin T Wells |
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Institution: | Cornell University , 14851–0952, Ithaca, NY |
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Abstract: | In this paper we develop a technique that is useful in goodness of fit problems with nuisance location and scale parameters. Using Basu's lemma, we transform the sample so that it is independent of the nuisance parameters. The technique will be illustrated by several examples, a discussion of the efficiency of the proposed procedure, and some concluding remarks will given. |
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Keywords: | goodness of fit randomization technique sufficiency |
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