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Power maps in goodness-of-fit testing

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  • T. Fischer
  • U. Kamps

Abstract

For classical goodness-of-fit tests as well as for their modified versions in case of Type-II right censored data, results of a simulation study are presented, where the powers of the tests under consideration against beta alternatives are illustrated in informative, user-oriented plots that offer the possibility to directly choose the best test statistic in a concrete situation, when some prior belief about the alternative is available. The behavior of powers of respective statistical tests as functions of beta parameters is examined and discussed. Copyright Springer-Verlag 2013

Suggested Citation

  • T. Fischer & U. Kamps, 2013. "Power maps in goodness-of-fit testing," Computational Statistics, Springer, vol. 28(3), pages 1365-1382, June.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:3:p:1365-1382
    DOI: 10.1007/s00180-012-0361-x
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    References listed on IDEAS

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    1. Xu, Xingzhong & Ding, Xiaobo & Zhao, Shuran, 2009. "New goodness-of-fit tests based on fiducial empirical distribution function," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1132-1141, February.
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    3. Jonggun Lim & Sangun Park, 2007. "Censored Kullback-Leibler Information and Goodness-of-Fit Test with Type II Censored Data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(9), pages 1051-1064.
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    5. Neuhaus, Georg, 1976. "Asymptotic power properties of the Cramér-von Mises test under contiguous alternatives," Journal of Multivariate Analysis, Elsevier, vol. 6(1), pages 95-110, March.
    6. Norbert Henze & Simos G. Meintanis, 2005. "Recent and classical tests for exponentiality: a partial review with comparisons," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 61(1), pages 29-45, February.
    7. Meintanis, Simos G., 2008. "A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2496-2503, January.
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