Order Statistics in Goodness-of-Fit Testing

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Article 01 Jun 2001Publisher:Springer International PublishingJournal:IEEE Transactions on Reliability, volume 50, pages 209-213 (issn: 0018-9529,

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Authors: Andrew G. Glen; Lawrence M. Leemis; Donald R. Barr;

doi: 10.1007/978-3-319-43317-2_3 , 10.1109/24.963129

Order Statistics in Goodness-of-Fit Testing

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Abstract

Our new method uses order statistics to judge the fit of a distribution to data. A test-statistic based on quantiles of order-statistics compares favorably with the Kolmogorov-Smirnov (K-S) and Anderson-Darling (A-D) test statistics. The performance of this new goodness-of-fit test statistic is examined with simulation experiments. For certain hypothesis tests, the test statistic is more powerful than the K-S and A-D test statistics. The new test statistic is calculated using a computer algebra system because of the need to compute exact distributions of order statistics.

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