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Article
Extreme-Value Moment Goodness-of-Fit Tests
Annals of Institute of Statistical Mathematics
  • Theodore P. Hill, Georgia Institute of Technology - Main Campus
  • Victor Perez-Abreu, Centro de Investigacion en Matematicas
Publication Date
1-1-2001
Abstract

A general goodness-of-fit test for scale-parameter families of distributions is introduced, which is based on quotients of expected sample minima. The test is independent of the mean of the distribution, and, in applications to testing for exponentiality of data, compares favorably to other goodness-of-fit tests for exponentiality based on the empirical distribution function, regression methods and correlation statistics. The new minimal-moment method uses ratios of easily-calculated, unbiased, strongly consistent U-statistics, and the general technique can be used to test many standard composite null hypotheses such as exponentiality, normality or uniformity (as well as simple null hypotheses).

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Citation Information
Theodore P. Hill and Victor Perez-Abreu. "Extreme-Value Moment Goodness-of-Fit Tests" Annals of Institute of Statistical Mathematics Vol. 53 Iss. 3 (2001) p. 543 - 551
Available at: http://works.bepress.com/tphill/27/