The classical goodness-of-fit problem, in the case of a null continuous and completely specified distribution, is faced by a new version of the Girone-Cifarelli test. This latter test was introduced for the two-sample problem and showed a substantial gain of power over other common tests based on the empirical distribution function, like the Kolmogorov-Smirnov test. After considering the problem of the definition of the test-statistic in the goodness-of-fit framework, this paper deals with the sample properties of the test and compares it with its classical competitors. The superiority of the Girone-Cifarelli test is shown via a simulation study considering symmetric and skewed distributions.

Borroni, C., Chiodini, P. (2010). A new goodness-of-fit version of the Girone-Cifarelli test. In SIS2010 Proceedings (pp.1-8).

A new goodness-of-fit version of the Girone-Cifarelli test

Abstract

The classical goodness-of-fit problem, in the case of a null continuous and completely specified distribution, is faced by a new version of the Girone-Cifarelli test. This latter test was introduced for the two-sample problem and showed a substantial gain of power over other common tests based on the empirical distribution function, like the Kolmogorov-Smirnov test. After considering the problem of the definition of the test-statistic in the goodness-of-fit framework, this paper deals with the sample properties of the test and compares it with its classical competitors. The superiority of the Girone-Cifarelli test is shown via a simulation study considering symmetric and skewed distributions.
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goodness-of-fit tests, empirical distribution function, Girone-Cifarelli test, nonparametric statistical methods
English
XLV Riunione Scientifica della Società Italiana di Statistica
2010
SIS2010 Proceedings
9788861295667
8-giu-2010
1
8
http://homes.stat.unipd.it/mgri/SIS2010/Program/contributedpaper/551-1363-1-DR.pdf
none
Borroni, C., Chiodini, P. (2010). A new goodness-of-fit version of the Girone-Cifarelli test. In SIS2010 Proceedings (pp.1-8).
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Utilizza questo identificativo per citare o creare un link a questo documento: `https://hdl.handle.net/10281/16333`
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