Power Comparison of Some Goodness-of-fit Tests Thesis

thesis or dissertation chair

fiu authors

  • Liu, Tianyi

abstract

  • There are some existing commonly used goodness-of-fit tests, such as the Kolmogorov-Smirnov test, the Cramer-Von Mises test, and the Anderson-Darling test. In addition, a new goodness-of-fit test named G test was proposed by Chen and Ye (2009). The purpose of this thesis is to compare the performance of some goodness-of-fit tests by comparing their power.

    A goodness-of-fit test is usually used when judging whether or not the underlying population distribution differs from a specific distribution. This research focus on testing whether the underlying population distribution is an exponential distribution.

    To conduct statistical simulation, SAS/IML is used in this research. Some alternative distributions such as the triangle distribution, V-shaped triangle distribution are used. By applying Monte Carlo simulation, it can be concluded that the performance of the Kolmogorov-Smirnov test is better than the G test in many cases, while the G test performs well in some cases.

publication date

  • July 6, 2016

keywords

  • Exponential distribution
  • Goodness-of-fit test
  • Monte-Carlo simulation
  • Power comparison

Digital Object Identifier (DOI)