scholarly journals Goodness-of-fit tests for the Compound Rayleigh distribution with application to real data

Heliyon ◽  
2019 ◽  
Vol 5 (8) ◽  
pp. e02225
Author(s):  
Majdah M. Badr
2017 ◽  
Vol 40 (2) ◽  
pp. 279-290 ◽  
Author(s):  
Mahdi Mahdizadeh ◽  
Ehsan Zamanzade

In this paper, we develop some goodness of fit tests for Rayleigh distribution based on Phi-divergence. Using Monte Carlo simulation, we compare the power of the proposed tests with some traditional goodness of fit tests including Kolmogorov-Smirnov, Anderson-Darling and Cramer von-Mises tests. The results indicate that the proposed tests perform well as compared with their competing tests in the literature. Finally, the proposed procedures are illustrated via a real data set.


Econometrics ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 10
Author(s):  
Šárka Hudecová ◽  
Marie Hušková ◽  
Simos G. Meintanis

This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one being semiparametric computed under the corresponding null hypothesis. The asymptotic distribution of the proposed tests statistics both under the null hypotheses as well as under alternatives is derived and consistency is proved. The case of testing bivariate generalized Poisson autoregression and extension of the methods to dimension higher than two are also discussed. The finite-sample performance of a parametric bootstrap version of the tests is illustrated via a series of Monte Carlo experiments. The article concludes with applications on real data sets and discussion.


Author(s):  
Naz Saud ◽  
Sohail Chand

A class of goodness of fit tests for Marshal-Olkin Extended Rayleigh distribution with estimated parameters is proposed. The tests are based on the empirical distribution function. For determination of asymptotic percentage points, Kolomogorov-Sminrov, Cramer-von-Mises, Anderson-Darling,Watson, and Liao-Shimokawa test statistic are used. This article uses Monte Carlo simulations to obtain asymptotic percentage points for Marshal-Olkin extended Rayleigh distribution. Moreover, power of the goodness of fit test statistics is investigated for this lifetime model against several alternatives.


1975 ◽  
Vol 229 (3) ◽  
pp. 613-617 ◽  
Author(s):  
RB Singerman ◽  
EO Macagno ◽  
Glover ◽  
J Christensen

Contractions at one point in the human duodenum were studied as a time series. Manometric records were made over long time periods from the duodenum in fed human subjects. A 5-s grid was superimposed on the time axis of the records. Each 5-s interval was treated as a slow-wave cycle within which either a contraction or a no-contraction could occur. The resulting series of alternating runs of contractions and no-contractions was tested for the existence of trends. Trends were found indicating possible temporal dependence. A Markov-type model was used to try to generate data similar to the real data. Success was achieved by a model that assumed a probability of contraction dependent on the three previous slow-wave cycles. The frequency distributions obtained from the real and generated data were compared using Chi-square goodness-of-fit tests and found to be statistically similar. The correlations in time found for the contractions might be due to a time dependency in the controls for contraction over four successive slow-wave periods, 20 s in humans.


2020 ◽  
Vol 24 (Suppl. 1) ◽  
pp. 69-81
Author(s):  
Hanaa Abu-Zinadah ◽  
Asmaa Binkhamis

This article studied the goodness-of-fit tests for the beta Gompertz distribution with four parameters based on a complete sample. The parameters were estimated by the maximum likelihood method. Critical values were found by Monte Carlo simulation for the modified Kolmogorov-Smirnov, Anderson-Darling, Cramer-von Mises, and Lilliefors test statistics. The power of these test statistics founded the optimal alternative distribution. Real data applications were used as examples for the goodness of fit tests.


2017 ◽  
Author(s):  
Olivier Gimenez ◽  
Jean-Dominique Lebreton ◽  
Remi Choquet ◽  
Roger Pradel

Assessing the quality of fit of a statistical model to data is a necessary step for conducting safe inference. We introduce R2ucare, an R package to perform goodness-of-fit tests for open single- and multi-state capture-recapture models. R2ucare also has various functions to manipulate capture-recapture data. We remind the basics and provide guidelines to navigate towards testing the fit of capture-recapture models. We demonstrate the functionality of R2ucare through its application to real data.


Biometrika ◽  
2019 ◽  
Vol 106 (3) ◽  
pp. 547-566 ◽  
Author(s):  
T B Berrett ◽  
R J Samworth

Summary We propose a test of independence of two multivariate random vectors, given a sample from the underlying population. Our approach is based on the estimation of mutual information, whose decomposition into joint and marginal entropies facilitates the use of recently developed efficient entropy estimators derived from nearest neighbour distances. The proposed critical values may be obtained by simulation in the case where an approximation to one marginal is available or by permuting the data otherwise. This facilitates size guarantees, and we provide local power analyses, uniformly over classes of densities whose mutual information satisfies a lower bound. Our ideas may be extended to provide new goodness-of-fit tests for normal linear models based on assessing the independence of our vector of covariates and an appropriately defined notion of an error vector. The theory is supported by numerical studies on both simulated and real data.


2020 ◽  
Vol 8 (1) ◽  
pp. 66-79
Author(s):  
Vahid Fakoor ◽  
Masoud Ajami ◽  
Seyed Mahdi Amir Jahanshahi ◽  
Ali Shariati

In this paper, we propose a test for the null hypothesis that a decreasing density function belongs to a givenparametric family of distribution functions against the non-parametric alternative. This method, which is based on an empirical likelihood (EL) ratio statistic, is similar to the test introduced by Vexler and Gurevich [23]. The consistency of the test statistic proposed is derived under the null and alternative hypotheses. A simulation study is conducted to inspect the power of the proposed test under various decreasing alternatives. In each scenario, the critical region of the test is obtained using a Monte Carlo technique. The applicability of the proposed test in practice is demonstrated through a few real data examples.  


2019 ◽  
Vol 29 (8) ◽  
pp. 2167-2178
Author(s):  
Antonia K Korre ◽  
Vassilis GS Vasdekis

Correlated binary responses are very commonly encountered in many disciplines like, for example, medical studies. The development of goodness-of-fit tests is essential for examining the adequacy of the fitted models. The objective of this article is to provide weighted modifications of cumulative sums or moving cumulative sums of residuals for testing goodness-of-fit of random effects logistic regression models. The proposed weights can be interpreted as the residuals of a weighted linear regression of an omitted covariate on the covariates already included in the fixed part of the model. These processes lead to supremum statistics whose null distribution is derived using simulation. Results from a simulation study suggest better performance of the weighted when compared to the unweighted supremum statistics. The proposed tests are illustrated using a real data example.


1996 ◽  
Vol 13 (1) ◽  
pp. 15-30 ◽  
Author(s):  
J. E. Cook

AbstractMosaics of neurons are usually quantified by methods based on nearest-neighbor distance (NND). The commonest indicator of regularity has been the ratio of the mean NND to the standard deviation, here termed the ‘conformity ratio.’ However, an accurate baseline value of this ratio for bounded random samples has never been determined; nor was its sampling distribution known, making it impossible to test its significance. Instead, significance was assessed from goodness-of-fit to a Rayleigh distribution, or from another ratio, that of the observed mean NND to an expected mean predicted by theory, termed the dispersion index. Neither approach allows for boundary effects that are common in experimental mosaics. Equally common are ‘missing’ neurons, whose effects on the statistics have not been studied. To address these deficiencies, random patterns and real neuronal mosaics were analyzed statistically. Ns independent random-point samples of size Np were generated for 13 Np values between 25 and 6400, where Ns × Np ≥ 144,000. Samples were generated with rectangular boundaries of aspect ratio 1:1, 1:5, and 1:10 to examine the influence of sample geometry. NND distributions, conformity ratios, and dispersion indices were computed for the resulting 45,997 independent random patterns. From these, empirical sampling distributions and critical values were determined. NND distributions for small-to-medium, bounded, random populations were shown to differ significantly from Rayleigh distributions. Thus, goodness-of-fit tests are invalid for most experimental mosaics. Charts are presented from which the significance of conformity ratios or dispersion indices can be read directly. The conformity ratio reacts conservatively to extremes of sample geometry, and provides a useful and safe test. The dispersion index is nonconservative, making its use problematic. Tests based on the theoretical distribution of the dispersion index are unreliable for all but the largest samples. Random deletions were also made from 33 real retinal ganglion cell mosaics. The mean NND, conformity ratio, and dispersion index were determined for each original mosaic and 36 independent samples at each of nine sampling levels, retaining between 90% and 10% of the original population. An exclusion radius, based on a spatial autocorrelogram, was also calculated for each of these 10,725 mosaic samples. The mean NND was moderately insensitive to undersampling, rising smoothly. The exclusion radius was remarkably insensitive. The conformity ratio and dispersion index fell steeply, sometimes failing to reach significance while half of the cells still remained. For the same 33 original mosaics, linear regression showed the exclusion radius to be 62 ± 3% of the mean NND.


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