A Test of Fit for Bivariate Distributions.
Abstract
Tests of fit based on generalized minimum chi-square techniques are developed for bivariate distributions. The asymptotic null distribution of the test statistic is chi square while the asymptotic non-null distribution turns out to be that of a weighted sum of independent non-central chi square variates. The special case of testing the fit of a bivariate normal distribution is investigated in detail and the power is obtained for several alternative families of bivariate distributions. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1971
- Accession Number
- AD0729285
Entities
People
- John Gurland
- Ram C. Dahiya
Organizations
- University of Wisconsin–Madison