Advertisement

Statistics and Computing

, Volume 2, Issue 3, pp 137–141 | Cite as

Computing asymptotic p-values for EDF tests

  • R. Lockhart
  • T. Swartz
Papers
  • 92 Downloads

Abstract

In this paper the problem of computingp-values for the asymptotic distribution of certain goodness-of-fit test statistics based on the empirical distribution is approached via quadrature. Through examples it is shown that this approach can lead to considerable time savings over the standard practice of discretizing the underlying eigenvalue problem.

Keywords

Cramer-von Mises statistics quadrature, goodness-of-fit 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. D'Agostino, R. B. and Stephens, M. A. (1986)Goodness-of-Fit Techniques, Marcel Dekker, New York.Google Scholar
  2. Davis, P. J. and Rabinowitz, P. (1984),Methods of Numerical Integration (2nd edn), Academic Press, Orlando, FL.Google Scholar
  3. Imhof, J. P. (1961) Computing the distribution of quadratic forms in normal variables.Biometrika,48, 419–426.Google Scholar
  4. Lockhart, R. A. and Stephens, M. A. (1985) Tests of fit for the von Mises distribution.Biometrika,72, 647–652.Google Scholar
  5. Lockhart, R. A., O'Reilly, F. J. and Stephens, M. A. (1986) Tests of fit based on normalized spacings.Journal of the Royal Statistical Society B,487, 344–352.Google Scholar
  6. Shorack, G. R. and Wellner, J. A. (1986)Empirical Processes with Applications to Statistics, Wiley, New York.Google Scholar

Copyright information

© Chapman & Hall 1992

Authors and Affiliations

  • R. Lockhart
    • 1
  • T. Swartz
    • 1
  1. 1.Department of Mathematics and StatisticsSimon Fraser UniversityBurnabyCanada

Personalised recommendations