Tests of Fit Based on the Correlation Coefficient

Abstract

In testing fit of a sample to a specific family of distributions F, probability-plots use a plot of the order statistics of the sample against a set of suitable constants. These are chosen so that if the parent population is one of the family F, the resulting plot should appear like a straight line. Members of F may contain unknown location and/or scale parameters. Historically, the judgment of a straight line fit was usually made by eye. In this article we propose the correlation coefficient R between the sample values and the constants as a test statistic. Asymptotic properties of R are derived in general, and tables produced to make the test for the case where the proposed distribution is uniform. (kr)

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Document Details

Document Type
Technical Report
Publication Date
Oct 04, 1990
Accession Number
ADA228178

Entities

People

  • M. A. Stephens
  • Richard A. Lockhart

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Coefficients
  • Covariance
  • Data Science
  • Eigenvalues
  • Gaussian Processes
  • Goodness Of Fit Tests
  • Information Science
  • Integral Equations
  • Military Research
  • Order Statistics
  • Probability
  • Random Variables
  • Statistical Algorithms
  • Statistical Samples
  • Statistics
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.
  • Statistical inference.