Density based tests for goodness-of-fit
- 1 February 1992
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 40 (1-2) , 1-13
- https://doi.org/10.1080/00949659208811361
Abstract
Two goodness-of-fit statistics for distributional shape are derived from density estimates. One is a form of integrated squared error and the other is an estimate of entropy. Both of these statistics are shown to have good power properties when assessing the fit of a Normal distribution. The integrated squared error statistic also performs well for von Mises distributions on the circle and provides a useful alternative to the U2 statistic.Keywords
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