A Test of Fit for Bivariate Distributions.
Technical summary rept.,
WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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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
- Statistics and Probability