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Goodness-of-fit graphical assessment for a broad family of unimodal distributions

Author

Listed:
  • Pere Grima
  • José A. Sánchez-Espigares
  • Pedro Delicado

Abstract

A Skewed Exponential Power Distribution is used to construct a bidimensional array of graphics in which kurtosis varies when moving horizontally and skewness when moving vertically. The Normal distribution lies in the center of the mosaic. Given a sample, the null hypotheses that it comes from each distribution in the mosaic are tested and the cell of each distribution is filled with a color that is a function of the obtained p-value. In this way, a dark area is obtained on the mosaic to indicate the distributions with which the sample is compatible.

Suggested Citation

  • Pere Grima & José A. Sánchez-Espigares & Pedro Delicado, 2022. "Goodness-of-fit graphical assessment for a broad family of unimodal distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(1), pages 396-418, May.
    • Handle: RePEc:taf:lstaxx:v:53:y:2022:i:1:p:396-418
    DOI: 10.1080/03610926.2022.2082479
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