On approximation of the distribution for Pearson statistic
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Publication:6319009
arXiv1905.07881MaRDI QIDQ6319009FDOQ6319009
Authors: Nikolai Dokuchaev 
Publication date: 20 May 2019
Abstract: The paper considers the classical Goodness of Fit test. It suggests to use the Gamma distribution for the approximation of the distribution of the Pearson statistics with unknown parameters estimated from raw data. The parameters of these Gamma distribution can be estimated from the first two moments of the statistic after averaging over a distribution of the unknown parameter over its range. This allows to simplify calculation of the quantiles for the Pearson statistic, as is shown in some simulation experiments with medium and small sample sizes.
Parametric hypothesis testing (62F03) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10)
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