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Activity Number:
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110
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Type:
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Contributed
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Date/Time:
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Monday, July 30, 2007 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #308308 |
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Title:
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A Generalized Test Statistic for Multinomial Goodness-of-Fit
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Author(s):
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Sunil Mathur*+
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Companies:
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University of Mississippi
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Address:
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Hume 325, University, MS, 38677,
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Keywords:
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Generalized ; Goodness-of-fit ; Asymptotic distribution
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Abstract:
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Several goodness-of-fit tests are available in literature for testing the goodness of fit of discrete multivariate data. We propose a unified analysis of goodness of fit using a family of statistics. Depending on the choice of parameters, the generalized test statistics results into some of the known statistics such as Chi-square, and likelihood ratio generalized test. The proposed test statistic is highly robust against extreme values and does not assume the distribution of parent population. The asymptotic distribution of the proposed test statistic, and the p-value function are discussed. The application of proposed method is shown by using a real-life data.
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