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Goodness-of-fit tests for discrete models based on the integrated distribution function. (English) Zbl 1093.62533

Summary: This paper presents a new widely applicable omnibus test for discrete distributions which is based on the difference between the integrated distribution function \(\Psi(t)=\int_t^\infty (1-F(x))\,dx\) and its empirical counterpart. A bootstrap version of the test for common lattice models has accurate error rates even for small samples and exhibits high power with respect to competitive procedures over a large range of alternatives.

MSC:

62G10 Nonparametric hypothesis testing
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