EDF Statistics for Goodness-of-Fit: Part 1

reportActive / Technical Report | Accession Number: AD0737653 | Open PDF

Abstract:

The paper deals with EDF statistics, a class of goodness-of-fit statistics. They are based on a comparison of Fx with the empirical distribution function F sub nx. Recent work has now made it possible to use these statistics very easily when Fx is continuous and completely specified and also for two very important practical situations - when the distribution tested is normal, or exponential, with parameters to be estimated. Power studies suggest they should be brought into wider use. The report concentrates on a practical guide to the use of EDF statistics specifically, those usually called D, D-, D, W2, V, U2, A.

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