Table for Estimating the Goodness of Fit of Empirical Distributions
From MaRDI portal
Publication:5788241
DOI10.1214/aoms/1177730256zbMath0031.37001OpenAlexW1974971448WikidataQ56050217 ScholiaQ56050217MaRDI QIDQ5788241
Publication date: 1948
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177730256
Related Items (88)
Analyzing the maritime transportation system in Greece: a complex network approach ⋮ A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution ⋮ Variations of Q–Q Plots: The Power of Our Eyes! ⋮ Some contributions to practice of 2 × 2 contingency tables ⋮ A new bivariate beta distribution ⋮ Bayesian nonparametric \(k\)-sample tests for censored and uncensored data ⋮ Evaluating Risk Measures Using the Normal Mean-Variance Birnbaum-Saunders Distribution ⋮ Computation of probability associated with Anderson-Darling statistic ⋮ Simulating diffusion processes in discontinuous media: benchmark tests ⋮ Recognizing distributions rather than goodness-of-fit testing ⋮ Robust RNA-seq data analysis using an integrated method of ROC curve and Kolmogorov–Smirnov test ⋮ The generalized Taguchi's statistic: a passenger satisfaction evaluation ⋮ Rubber elasticity of polymer networks in explicitly non-Gaussian states. Statistical mechanics and LF-NMR inquiry in hydrogel systems ⋮ A branching process model for genetic algorithms ⋮ Approximate Bayesian computation for finite mixture models ⋮ A Karhunen-Loève expansion for a mean-centered Brownian bridge ⋮ Compound geometric and Poisson models ⋮ Empirical likelihood test for equality of two distributions using distance of characteristic functions ⋮ Variance stabilizing filters# ⋮ Modified Lilliefors goodness-of-fit test for normality ⋮ Nonparametric Bayes estimation of gap-time distribution with recurrent event data ⋮ Comparing distributions by multiple testing across quantiles or CDF values ⋮ Finite mixture modeling using shape mixtures of the skew scale mixtures of normal distributions ⋮ Stochastic specification and the estimation of share equations ⋮ WIKS: a general Bayesian nonparametric index for quantifying differences between two populations ⋮ Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation ⋮ Der 'Median-Quartile-Test': Ein Verfahren zur nichtparametrischen Prüfung zweier unabhängiger Stichproben auf unspezifizierte Verteilungsunterschiede ⋮ Data-driven mixed-integer linear programming-based optimisation for efficient failure detection in large-scale distributed systems ⋮ The mean successive difference in samples from an exponential population ⋮ Power considerations for Kolmogorov–Smirnov and Anderson–Darling two-sample tests ⋮ Optimisations and tradeoffs for HElib ⋮ Tests for serial correlation in mean and variance of a sequence of time series objects ⋮ Robust explicit estimation of the log-logistic distribution with applications ⋮ EuMMD: efficiently computing the MMD two-sample test statistic for univariate data ⋮ Goodness-of-fit tests based on a robust measure of skewness ⋮ Recognizing distributions using method of potential functions ⋮ Testing homogeneity in high dimensional data through random projections ⋮ Scalable kernel two-sample tests via empirical likelihood and jackknife ⋮ Generalization of the Kullback-Leibler divergence in the Tsallis statistics ⋮ Direct forecasting of reservoir performance using production data without history matching ⋮ ADEQUACY OF ASYMPTOTIC THEORY FOR GOODNESS-OF-FIT CRITERIA FOR SPECTRAL DISTRIBUTIONS ⋮ MODELLING AND SIMULATION OF VOLUMETRIC RAINFALL FOR A CATCHMENT IN THE MURRAY–DARLING BASIN ⋮ Unnamed Item ⋮ GROWTH AND INEQUALITY: MODEL EVALUATION BASED ON AN ESTIMATION-CALIBRATION STRATEGY ⋮ An alternative to the kolmogorov-smirnov test for goodness of fit ⋮ Unnamed Item ⋮ Karhunen-Loève expansion for the second order detrended Brownian motion ⋮ Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation ⋮ A distribution-free test of parallelism for two-sample repeated measurements ⋮ Alternative tests for correct specification of conditional predictive densities ⋮ Goodness-of-fit tests for a heavy tailed distribution ⋮ Comparing directional line sets using non-parametric statistics: a new approach for geoenvironmental applications ⋮ Randomized rejection procedure for the two-sample Kolmogorov-Smirnov statistic ⋮ Finite mixtures of skew Laplace normal distributions with random skewness ⋮ An estimation of Phi divergence and its application in testing normality ⋮ Medical diagnostic tests: a review of test anatomy, phases, and statistical treatment of data ⋮ Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions ⋮ Rank ordered beta distributions of nonlinear map symbolic dynamics families with a first-order transition between dynamical regimes ⋮ Change of scaling and appearance of scale-free size distribution in aggregation kinetics by additive rules ⋮ A Theoretical Study of Kolmogorov-Smirnov Distinguishers ⋮ A Nonparametric Bayesian Approach for the Two-Sample Problem ⋮ The smirnov distribution ⋮ A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables ⋮ Agricultural Insurance Ratemaking: Development of a New Premium Principle ⋮ Interpoint distance based two sample tests in high dimension ⋮ Ergodicity and parameter estimates in auditory neural circuits ⋮ Copula approaches for modeling cross-sectional dependence of data breach losses ⋮ Goodness-of-Fit Tests for Probability Distributions and Spectral Distributions ⋮ Density estimation with distribution element trees ⋮ CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS ⋮ A survey on distribution-free statistics based on distances between distribution functions ⋮ A normal scale mixture representation of the logistic distribution ⋮ Fast and Accurate Langevin Simulations of Stochastic Hodgkin-Huxley Dynamics ⋮ A Comparison of Bayesian Models of Heteroscedasticity in Nested Normal Data ⋮ Logarithmic minimum test for independence in three-way contingency table of small sizes ⋮ Unnamed Item ⋮ The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities ⋮ A review of goodness of fit tests for Pareto distributions ⋮ Robust comparison of kernel densities on spherical domains ⋮ The significance probability of the Smirnov two-sample test ⋮ Ranking by inspiration: a network science approach ⋮ A supplement to sowey's bibliography on random number generation and related topics ⋮ Accuracy limitations and the measurement of errors in the stochastic simulation of chemically reacting systems ⋮ Optimal B-robust estimators for the parameters of the power Lindley distribution ⋮ Exact simulation for the first hitting time of Brownian motion and Brownian bridge ⋮ Optimal Multiple Constant-Stress Accelerated Life Tests for Generalized Exponential Distribution ⋮ Estimation of the number of studies with positive trends when studies with negative trends are present ⋮ The Power to See: A New Graphical Test of Normality
This page was built for publication: Table for Estimating the Goodness of Fit of Empirical Distributions
