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

Volume

50

Issue

2

fYear

2001

fDate

6/1/2001 12:00:00 AM

Firstpage

209

Lastpage

213

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;

fLanguage

English

Journal_Title

Reliability, IEEE Transactions on

Publisher

ieee

ISSN

0018-9529

Type

jour

DOI

10.1109/24.963129

Filename

963129