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Relative efficiencies of goodness‐of‐fit procedures with truncated data
Author(s) -
Koziol James A.,
John Petkau A.
Publication year - 1984
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 - 10.2307/3315175
Subject(s) - limiting , goodness of fit , mathematics , equivalence (formal languages) , parametric statistics , statistics , truncation (statistics) , statistical physics , physics , discrete mathematics , engineering , mechanical engineering
Efficiency properties of the Kolmogorov‐Smirnov, Kuiper, Cramér‐von Mises, and Anderson‐Darling statistics with truncated data are investigated. For these statistics, the approximate slopes are determined, and the equivalence of ratios of limiting approximate slopes to limiting Pitman efficiencies is established. Efficiencies for certain parametric families of distributions incorporating both location and scale alternatives are evaluated as the amount of truncation increases.