Tests of Fit Using Sample Moments.

Abstract

It is shown that the goodness of fit statistic based on moments of Gurland and Dahiya (1970) can be expressed as a sum of components having asymptotically independent chi-square sub 1 distributions. Expressions are found for the components under the null hypothesis of normality or exponentiality. The first and second components in the normal case are equivalent to the skewness and kurtosis measures b1 and b2 respectively. The first component in the exponential case is equivalent to Greenwood's statistic. The gamma distribution is also considered. Keywords: Goodness of fit, Moments, Normal, Exponential, Gamma distribution. (jhd)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jun 23, 1988
Accession Number
ADA198083

Entities

People

  • Iain D. Currie
  • Michael A. Stephens

Organizations

  • Stanford University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Decomposition
  • Distribution Theory
  • Estimators
  • Goodness Of Fit Tests
  • Information Science
  • Military Research
  • Normality
  • Notation
  • Order Statistics
  • Statistical Analysis
  • Statistics
  • Theorems
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Statistical inference.