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Metrika

, Volume 42, Issue 1, pp 421–439 | Cite as

On distances and goodness-of-fit tests for detecting multimodal distributions

  • Zinoviy Landsman
  • Meir Rom
Article

Abstract

Various distances between distributions and between densities are considered. The corresponding goodness-of-fit tests derived from them are examined for their abilities to detect multimodal alternatives. It is found that many well known techniques fail to detect such alternatives, while others do better in terms of their power results. These are mainly the tests derived from the variational metric which are based on spacings and gaps.

Key Words

Goodness-of-fit Multimodal Distributions Variational Metric EDF Spacings 

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Copyright information

© Physica-Verlag 1995

Authors and Affiliations

  • Zinoviy Landsman
    • 1
  • Meir Rom
    • 1
  1. 1.Department of StatisticsUniversity of HaifaHaifaIsrael

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