• Title/Summary/Keyword: Goodness-of-fit Test

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Goodness-of-Fit Test Based on Smoothing Parameter Selection Criteria

  • Kim, Jong-Tae
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.122-136
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    • 1995
  • The objective of this research is to investigate the problem of goodness-of-fit testing based on nonparametric density estimation with a data-driven smoothing parameter. The small and large sample properties of a new test statistic $\hat{\lambda_a}$ is investigated. The test statistic $\hat{\lambda_a}$ is itself a smoothing parameter which is selected to minimize an estimated MISE for a truncated series estimator of the comparison density function. Therefore, this test statistic leads immediately to a point estimate of the density function th the event that $H_0$ is rejected. The limiting distribution of $\hat{\lambda_a}$ is obtained under the null hypothesis. It is also shown that this test is consistent against fixed alternatives.

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Goodness-of-Fit Test Based on Smoothing Parameter Selection Criteria (평활(平滑) 모수(母數) 선택(選擇)에 기준(基準)한 적합도(適合度) 검정(檢定))

  • Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.137-146
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    • 1993
  • The Proposed goodness-of-fit test Statistic $\hat{\lambda}_{\alpha}$ derived from the test Statistc in Kim (1992) is itself a smoothing parameter which is selected to minimize an estimated MISE for a truncated series estimator, $d_{\hat{\lambda}{n}}$, of the comparison density function. Therefore, this test statistic leads immediately to a point estimate of the density function in the event that $H_{0}$ is ejected. The limiting distribution of $\hat{\lambda}_{\alpha}$ was obtained under the null hypothesis. It is also shown that this test is consistent against fixed alternatives.

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The Effects of Item Parceling on Causal Parameter Testing and Goodness-of-Fit Indices in Structural Equation Modeling (구조방정식 모델에서 항목묶음이 인과 모수의 검정과 적합도 평가에 미치는 영향)

  • Cho, Hyun-Chul;Kang, Suk-Hou
    • Journal of Global Scholars of Marketing Science
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    • v.17 no.3
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    • pp.133-151
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    • 2007
  • The purpose of this article is to examine the effects of item parceling on the consistency of significance testing of the causal parameters with regard to the relationship between the relevant constructs, as well as the effects of the item parceling on the goodness-of-fit indices of LISREL's general models. Most of the researchers' major purpose of using structural equation modeling (SEM) is to test their research hypotheses associated with the causal parameters. Therefore, we investigated three general models of LISREL, rather than the frequently used confirmatory factor analytic (CFA) models by many other researchers. The results of the study showed that there was a high level of consistency in the calculated test statics of causal parameters between the item-parceled solutions and the item-level solutions, and that the item-parceled solutions had better goodness-of-fit indices, such as GFI, AGFI, CFI, and NFI, than the solutions at the item level. However, in terms of RMSEA, there was no such tendency.

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Goodness-of-fit test for the logistic distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.195-209
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    • 2014
  • In this paper, we derive the estimators of the location parameter and the scale parameter in a logistic distribution based on multiply type-II censored samples by the approximate maximum likelihood estimation method. We use four modified empirical distribution function (EDF) types test for the logistic distribution based on multiply type-II censored samples using proposed approximate maximum likelihood estimators. We also propose the modified normalized sample Lorenz curve plot for the logistic distribution based on multiply type-II censored samples. For each test, Monte Carlo techniques are used to generate the critical values. The powers of these tests are also investigated under several alternative distributions.

Goodness-of-fit test for the half logistic distribution based on multiply Type-II censored samples

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae;SaKong, Jin
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.317-325
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    • 2010
  • In this paper, we develop four modified empirical distribution function (EDF) type tests using approximate maximum likelihood estimators for the half-logistic distribution based on multiply Type-II censored samples. We also propose modified normalize sample Lorenz curve polt and new test statistics. We compare the above test statistics in the sense of the power for various censored samples. We present an example to illustrate this method.

Test of Exponentiality in Step Stress Accelerated Life test Model based on Kullback­Leibler Information Function (쿨백­라이블러 정보함수 이용한 단계 스트레스 가속수명모형의 지수성 검정)

  • 박병구;윤상철
    • Journal of Korean Society for Quality Management
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    • v.31 no.4
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    • pp.194-202
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    • 2003
  • In this paper, we propose goodness of fit test statistics for exponentiality in accelerated life tests data based on Kullback­Leibler information functions. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter using the data from accelerated life tests is or is not specified under null hypothesis. And we compare the power of the proposed test statistics with Kolmogorov­Smirnov, Cramer von Mises and Anderson­Darling statistics in the small sample.

Goodness of Fit Testing for Exponential Distribution in Step-Stress Accelerated Life Testing (계단충격가속수명시험에서의 지수분포에 대한 적합도검정)

  • Jo, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.5 no.2
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    • pp.75-85
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    • 1994
  • In this paper, I introduce the goodness-of-fit test statistics for exponential distribution using accelerated life test data. The ALT lifetime data were obtained by assuming step-stress ALT model, specially TRV model introduced by DeGroot and Goel(1979). The critical values are obtained for proposed test statistics, Kolmogorov-Smirnov, Kuiper, Watson, Cramer-von Mises, Anderson-Darling type, under various sample sizes and significance levels. The powers of the five test statistic are compared through Monte-Cairo simulation technique.

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GENERALIZED MINIMUM $x^2$ TEST FOR THE EXTREME VALUES

  • Lee, Chun-Jin
    • Journal of applied mathematics & informatics
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    • v.1 no.1
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    • pp.43-48
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    • 1994
  • There are some difficulties in applying the Pearson's Chi-Square Test for the continuous distribution. The problems include how to form class intervals for the test of fit how to employ in the test when the estimators of parameters are obtained from the ungrouped sample so on. In order to solve these problems we use the generalized minimum Chi-Square technique which is a test free of the complications associated with the Peason's Chi-Square test. This paper show how to apply the goodness of fit tests based on generalized minimum Chi-Square technique to the extreme values.

Does Breast Cancer Drive the Building of Survival Probability Models among States? An Assessment of Goodness of Fit for Patient Data from SEER Registries

  • Khan, Hafiz;Saxena, Anshul;Perisetti, Abhilash;Rafiq, Aamrin;Gabbidon, Kemesha;Mende, Sarah;Lyuksyutova, Maria;Quesada, Kandi;Blakely, Summre;Torres, Tiffany;Afesse, Mahlet
    • Asian Pacific Journal of Cancer Prevention
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    • v.17 no.12
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    • pp.5287-5294
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    • 2016
  • Background: Breast cancer is a worldwide public health concern and is the most prevalent type of cancer in women in the United States. This study concerned the best fit of statistical probability models on the basis of survival times for nine state cancer registries: California, Connecticut, Georgia, Hawaii, Iowa, Michigan, New Mexico, Utah, and Washington. Materials and Methods: A probability random sampling method was applied to select and extract records of 2,000 breast cancer patients from the Surveillance Epidemiology and End Results (SEER) database for each of the nine state cancer registries used in this study. EasyFit software was utilized to identify the best probability models by using goodness of fit tests, and to estimate parameters for various statistical probability distributions that fit survival data. Results: Statistical analysis for the summary of statistics is reported for each of the states for the years 1973 to 2012. Kolmogorov-Smirnov, Anderson-Darling, and Chi-squared goodness of fit test values were used for survival data, the highest values of goodness of fit statistics being considered indicative of the best fit survival model for each state. Conclusions: It was found that California, Connecticut, Georgia, Iowa, New Mexico, and Washington followed the Burr probability distribution, while the Dagum probability distribution gave the best fit for Michigan and Utah, and Hawaii followed the Gamma probability distribution. These findings highlight differences between states through selected sociodemographic variables and also demonstrate probability modeling differences in breast cancer survival times. The results of this study can be used to guide healthcare providers and researchers for further investigations into social and environmental factors in order to reduce the occurrence of and mortality due to breast cancer.

Derivation of Modified Anderson-Darling Test Statistics and Power Test for the Gumbel Distribution (Gumbel 분포형의 수정 Anderson-Darling 검정통계량 유도 및 기각력 검토)

  • Shin, Hong-Joon;Sung, Kyung-Min;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.43 no.9
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    • pp.813-822
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    • 2010
  • An important problem in frequency analysis is the estimation of the quantile for a certain return period. In frequency analysis an assumed probability distribution is fitted to the observed sample data to estimate the quantile at the upper tail corresponding to return periods which are usually much larger than the record length. In most cases, the selection of an appropriate probability distribution is based on goodness of fit tests. The goodness of fit test method can be described as a method for examining how well sample data agrees with an assumed probability distribution as its population. However it gives generally equal weight to differences between empirical and theoretical distribution functions corresponding to all the observations. In this study, the modified Anderson-Darling (AD) test statistics are provided using simulation and the power study are performed to compare the efficiency of other goodness of fit tests. The power test results indicate that the modified AD test has better rejection performances than the traditional tests. In addition, the applications to real world data are discussed and shows that the modified AD test may be a powerful test for selecting an appropriate distribution for frequency analysis when extreme cases are considered.