Tests of goodness of fit based on Phi-divergence |
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| Authors: | Hadi Alizadeh Noughabi Narayanaswamy Balakrishnan |
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| Institution: | 1. Department of Statistics, University of Birjand, Birjand, Iran;2. Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada L8S 4K1 |
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| Abstract: | In this paper, we introduce a general goodness of fit test based on Phi-divergence. Consistency of the proposed test is established. We then study some special cases of tests for normal, exponential, uniform and Laplace distributions. Through Monte Carlo simulations, the power values of the proposed tests are compared with some known competing tests under various alternatives. Finally, some numerical examples are presented to illustrate the proposed procedure. |
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| Keywords: | goodness of fit tests Phi-divergence kernel density estimation normal exponential uniform Laplace |
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