Title :
Order statistics in goodness-of-fit testing
Author :
Glen, Andrew G. ; Leemis, Lawrence M. ; Barr, Donald R.
Author_Institution :
Dept. of Math. Sci., U.S. Mil. Acad., West Point, NY, USA
fDate :
6/1/2001 12:00:00 AM
Abstract :
Our new method uses order statistics to judge the fit of a distribution to data. A test-statistic based on quantiles of order-statistics compares favorably with the Kolmogorov-Smirnov (K-S) and Anderson-Darling (A-D) test statistics. The performance of this new goodness-of-fit test statistic is examined with simulation experiments. For certain hypothesis tests, the test statistic is more powerful than the K-S and A-D test statistics. The new test statistic is calculated using a computer algebra system because of the need to compute exact distributions of order statistics
Keywords :
higher order statistics; testing; Anderson-Darling test statistics; Kolmogorov-Smirnov test statistics; computer algebra system; goodness-of-fit test statistic; goodness-of-fit testing; hypothesis tests; order statistics; simulation experiments; test-statistic; Algebra; Computational modeling; Distributed computing; Life testing; Maximum likelihood estimation; Parameter estimation; Parametric statistics; Statistical analysis; Statistical distributions; System testing;
Journal_Title :
Reliability, IEEE Transactions on
