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Erschienen in: Measurement Techniques 5/2016

24.08.2016

Bias of Nonparametric Goodness-of-Fit Tests Relative to Certain Pairs of Competing Hypotheses

verfasst von: B. Yu. Lemeshko, P. Yu. Blinov, S. B. Lemeshko

Erschienen in: Measurement Techniques | Ausgabe 5/2016

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Abstract

The application of the nonparametric Anderson–Darling, Cramer–Mises–Smirnov, Kuiper, Watson, Kolmogorov, and Zhang goodness-of-fit tests in verification of simple and composite hypotheses is considered. Based on an investigation of the power, it is shown for the first time that there exist pairs of competing hypotheses which these tests are not able to distinguish in the case of small sample sizes n and type 1 error probabilities. It is shown that the reason for this lies in the bias of the tests in corresponding situations.

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Metadaten
Titel
Bias of Nonparametric Goodness-of-Fit Tests Relative to Certain Pairs of Competing Hypotheses
verfasst von
B. Yu. Lemeshko
P. Yu. Blinov
S. B. Lemeshko
Publikationsdatum
24.08.2016
Verlag
Springer US
Erschienen in
Measurement Techniques / Ausgabe 5/2016
Print ISSN: 0543-1972
Elektronische ISSN: 1573-8906
DOI
https://doi.org/10.1007/s11018-016-0992-3

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