• Title/Summary/Keyword: goodness of fit testing

Search Result 106, Processing Time 0.018 seconds

Goodness-of-Fit Tests for the Ordinal Response Models with Misspecified Links

  • Jeong, Kwang-Mo;Lee, Hyun-Yung
    • Communications for Statistical Applications and Methods
    • /
    • v.16 no.4
    • /
    • pp.697-705
    • /
    • 2009
  • The Pearson chi-squared statistic or the deviance statistic is widely used in assessing the goodness-of-fit of the generalized linear models. But these statistics are not proper in the situation of continuous explanatory variables which results in the sparseness of cell frequencies. We propose a goodness-of-fit test statistic for the cumulative logit models with ordinal responses. We consider the grouping of a dataset based on the ordinal scores obtained by fitting the assumed model. We propose the Pearson chi-squared type test statistic, which is obtained from the cross-classified table formed by the subgroups of ordinal scores and the response categories. Because the limiting distribution of the chi-squared type statistic is intractable we suggest the parametric bootstrap testing procedure to approximate the distribution of the proposed test statistic.

Goodness-of-fit tests based on generalized Lorenz curve for progressively Type II censored data from a location-scale distributions

  • Lee, Wonhee;Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
    • /
    • v.26 no.2
    • /
    • pp.191-203
    • /
    • 2019
  • The problem of examining how well an assumed distribution fits the data of a sample is of significant and must be examined prior to any inferential process. The observed failure time data of items are often not wholly available in reliability and life-testing studies. Lowering the expense and period associated with tests is important in statistical tests with censored data. Goodness-of-fit tests for perfect data can no longer be used when the observed failure time data are progressive Type II censored (PC) data. Therefore, we propose goodness-of-fit test statistics and a graphical method based on generalized Lorenz curve for PC data from a location-scale distribution. The power of the proposed tests is then assessed through Monte Carlo simulations. Finally, we analyzed two real data set for illustrative purposes.

A Study on Goodness-of-fit Test for Density with Unknown Parameters

  • Hang, Changkon;Lee, Minyoung
    • Communications for Statistical Applications and Methods
    • /
    • v.8 no.2
    • /
    • pp.483-497
    • /
    • 2001
  • When one fits a parametric density function to a data set, it is usually advisable to test the goodness of the postulated model. In this paper we study the nonparametric tests for testing the null hypothesis against general alternatives, when the null hypothesis specifies the density function up to unknown parameters. We modify the test statistic which was proposed by the first author and his colleagues. Asymptotic distribution of the modified statistic is derived and its performance is compared with some other tests through simulation.

  • PDF

Comparisons between Goodness-of-Fit Tests for ametric Model via Nonparametric Fit

  • Kim, Choon-Rak;Hong, Chan-Kon;Jeong, Mee-Seon
    • Communications for Statistical Applications and Methods
    • /
    • v.3 no.3
    • /
    • pp.39-46
    • /
    • 1996
  • Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. In this paper we compare power of goodness-of-fit test statistics for testing the (null)parametric model versus the (alternative) nonparametric model.

  • PDF

A Stochastic Differential Equation Model for Software Reliability Assessment and Its Goodness-of-Fit

  • Shigeru Yamada;Akio Nishigaki;Kim, Mitsuhiro ura
    • International Journal of Reliability and Applications
    • /
    • v.4 no.1
    • /
    • pp.1-12
    • /
    • 2003
  • Many software reliability growth models (SRGM's) based on a nonhomogeneous Poisson process (NHPP) have been proposed by many researchers. Most of the SRGM's which have been proposed up to the present treat the event of software fault-detection in the testing and operational phases as a counting process. However, if the size of the software system is large, the number of software faults detected during the testing phase becomes large, and the change of the number of faults which are detected and removed through debugging activities becomes sufficiently small compared with the initial fault content at the beginning of the testing phase. Therefore, in such a situation, we can model the software fault-detection process as a stochastic process with a continuous state space. In this paper, we propose a new software reliability growth model describing the fault-detection process by applying a mathematical technique of stochastic differential equations of an Ito type. We also compare our model with the existing SRGM's in terms of goodness-of-fit for actual data sets.

  • PDF

Testing Uniformity Based on Regression and EDF

  • Kim, Nam-Hyun
    • Communications for Statistical Applications and Methods
    • /
    • v.14 no.3
    • /
    • pp.623-632
    • /
    • 2007
  • Some tests of the goodness of fit of the uniform distribution between 0 and 1 are presented. The powers of the tests under certain alternatives are examined. As a result, the statistic based on the difference between the order statistics and the modal value of them gives good powers. We also give modifications of the statistic without using the extensive tables of the critical points.

Testing Goodness-of-Fit for No Effect Models

  • Sungho Lee;Jongtae Kim;GyoungAe Moon
    • Communications for Statistical Applications and Methods
    • /
    • v.5 no.3
    • /
    • pp.935-944
    • /
    • 1998
  • This paper investigates the problem of goodness of fit tests for no effect model. The proposed test statistic $Z_{mn}$ is obtained by multiplying constant on the model free curve estimation techniques. The small and large sample properties of$Z_{mn}$ are investigated and the good results of power studies for the proposed test are illustrated.

  • PDF

Bootstrap Method for Row and Column Effects Model

  • Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
    • /
    • v.12 no.2
    • /
    • pp.521-529
    • /
    • 2005
  • In this paper, we consider a bootstrap method to the 'row and column effects model' (RC model) to analyze a contingency table with ordered variables. We propose a bootstrap procedure for testing of independence, equality of intervals, and goodness of fit in the RC model. A real data example is included.

Testing Whether a Survival Distribution is Better Mean Residual Life at Age $t_0$

  • Alwasel Ibrahim A.;El-Bassiouny Ahmed H.
    • International Journal of Reliability and Applications
    • /
    • v.7 no.1
    • /
    • pp.1-11
    • /
    • 2006
  • The better mean residual life at $t_0\;(BMRL-t_0)$ class of life distribution is introduced by Kulasekara and Park (1987). They proved that the $BMRL-t_0$ class contains the DMRL class, but it is a proper subclass of the NBUE class. In this paper we develop a new family of tests for testing exponentiality against the $BMRL-t_0\;(WMRL-t_0)$ alternatives based on the goodness of fit approach. It is shown that the suggested test is better than the one introduced by Kulasekara and Park (1987) in the sense of Pitman asymptotic efficiency values.

  • PDF

Testing Goodness of Fit of Gravity Models (중력모형의 적합도 검증)

  • 김형진
    • Journal of Korean Society of Transportation
    • /
    • v.14 no.1
    • /
    • pp.43-50
    • /
    • 1996
  • This paper is concerned with assessing goodness of fit of gravity models. The Chi-square test, or one of its asymptotic equivalents, is usually recommended for the purpose. A difficulty that frequently arises, particularly when working with urban travel data, is that the expected number of trips for most origin-destination(O-D) pairs are small. In order to test goodness of fit of gravity model, a simple approach, which depends on the number of O-D pairs and certain trip totals being large, is proposed in this paper. In addition, derivation of variance of Chi-square ratio is proposed to test the confidence interval of Chi-square ratio and application of its results with simulated data set is made to verify the usefulness of the results.

  • PDF