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Order Statistics in Goodness-of-Fit Testing

In: Computational Probability Applications

Author

Listed:
  • Andrew G. Glen

    (The Colorado College)

  • Donald R. Barr

    (USMA)

  • Lawrence M. Leemis

    (The College of William and Mary)

Abstract

A new method is presented for using 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 and Anderson–Darling test statistics. The performance of the new goodness-of-fit test statistic is examined with simulation experiments. For certain hypothesis tests, the test statistic is more powerful than the Kolmogorov–Smirnov and Anderson–Darling test statistics. The new test statistic is calculated using a computer algebra system because of the need to compute exact distributions of order statistics.

Suggested Citation

  • Andrew G. Glen & Donald R. Barr & Lawrence M. Leemis, 2017. "Order Statistics in Goodness-of-Fit Testing," International Series in Operations Research & Management Science, in: Andrew G. Glen & Lawrence M. Leemis (ed.), Computational Probability Applications, chapter 3, pages 31-39, Springer.
    • Handle: RePEc:spr:isochp:978-3-319-43317-2_3
    DOI: 10.1007/978-3-319-43317-2_3
    as

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