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A weighted Kuiper statistic for goodness of fit
Author(s) -
Koziol J. A.
Publication year - 1996
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1996.tb01505.x
Subject(s) - statistic , goodness of fit , mathematics , statistics , monte carlo method , variance (accounting) , press statistic , ancillary statistic , sample (material) , sampling distribution , sample variance , test statistic , statistical physics , statistical hypothesis testing , physics , thermodynamics , accounting , business
A variance‐weighted Kuiper statistic for goodness of fit is studied. The exact finite sample distribution can be obtained through modification of Noé's (1972) algorithm. Asymptotic distribution theory for the statistic is available from Jaeschke (1979) and Eicker (1979), but this theory does not lead to useful approximations with finite sample sizes less than 100. Monte Carlo power studies demonstrate that the weighted Kuiper statistic is especially sensitive to alternatives that are not stochastically ordered relative to the postulated null distribution.