New goodness-of-fit tests based on fiducial empirical distribution function

Abstract

In this paper we derive new tests for goodness of fit based on the fiducial empirical distribution function (EDF) after the probability integral transformation of the sample. Note that the fiducial EDF for a set of given sample observations is a randomized distribution function. By substituting the fiducial EDF for the classical EDF in the Kolmogorov… (More)
DOI: 10.1016/j.csda.2008.10.003

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@article{Xu2009NewGT, title={New goodness-of-fit tests based on fiducial empirical distribution function}, author={Xingzhong Xu and Xiaobo Ding and Shuran Zhao}, journal={Computational Statistics & Data Analysis}, year={2009}, volume={53}, pages={1132-1141} }