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Cramér‐von Mises statistics for discrete distributions with unknown parameters
Author(s) -
Lockhart Richard A.,
Spinelli John J.,
Stephens Michael A.
Publication year - 2007
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.1002/cjs.5550350111
Subject(s) - von mises distribution , statistics , mathematics , von mises yield criterion , distribution (mathematics) , sample (material) , econometrics , mathematical analysis , engineering , physics , structural engineering , finite element method , thermodynamics
Choulakian, Lockhart & Stephens (1994) proposed Cramér‐von Mises statistics for testing fit to a fully specified discrete distribution. The authors give slightly modified definitions for these statistics and determine their asymptotic behaviour in the case when unknown parameters in the distribution must be estimated from the sample data. They also present two examples of applications.