The Influence Curve and Goodness of Fit.

Abstract

The influence curve introduced by Hampel (1968) is applied to goodness-of-fit statistics. The efficacy curve is then defined to be the square of influence curve weighted by a constant which arises in the context of approximate Bahadur efficiency. For a number of goodness-of-fit statistics the ratios of these curves are shown to be equal to the asymptotic relative efficiency in the Pitman sense when testing for point contamination. These efficacy curves graphically demonstrate the sensitivities of certain goodness-of-fit statistics to minor perturbations in the assumed distribution. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 09, 1980
Accession Number
ADA085593

Entities

People

  • John R. Michael
  • William R. Schucany

Organizations

  • Southern Methodist University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Contamination
  • Data Analysis
  • Data Science
  • Distribution Functions
  • Efficiency
  • Estimators
  • Information Science
  • Military Research
  • New Jersey
  • New York
  • Normal Distribution
  • Normality
  • Numbers
  • Order Statistics
  • Probability
  • Statistics
  • United States

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.
  • Statistical inference.