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S ‐Sample Smooth Goodness of Fit Testing: Rederivation and Monte Carlo Assessment
Author(s) -
Rayner J.C.W.,
Rayner G.D.
Publication year - 1998
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/(sici)1521-4036(199810)40:6<651::aid-bimj651>3.0.co;2-#
Subject(s) - goodness of fit , monte carlo method , statistics , mathematics , sample (material) , econometrics , statistical physics , physics , thermodynamics
S ‐sample smooth goodness of fit tests may be constructed using components from one sample goodness of fit testing. Each sample could be assessed for consistency with a target distribution using these components, although that is not our objective here. Contrasts in the components may be used to assess consistency of the samples with each other. If all the samples are consistent, we could then conveniently perform a one‐sample goodness of fit test for the target distribution. If the samples are not consistent, an LSD‐type analysis can be performed on the one‐sample components to identify where the differences between occur. This approach gives a detailed and informative scrutiny of the data.