scholarly journals Monte Carlo Comparison of Five Birnbaum-Saunders Distribution Goodness-of-fit Tests using Different Entropy Estimates

2019 ◽  
Vol 18 (2) ◽  
pp. 1-20
Author(s):  
Saeed Darijani ◽  
◽  
Hojatollah Zakerzade ◽  
Hamzeh Torabi ◽  
◽  
...  
Keyword(s):  
Monte Carlo ◽  
Goodness Of Fit ◽  
Goodness Of Fit Tests ◽  
Entropy Estimates

scholarly journals Mixed Portmanteau Test for Diagnostic Checking of Time Series Models

2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Sohail Chand ◽  
Shahid Kamal
Keyword(s):  
Time Series ◽  
Monte Carlo ◽  
Goodness Of Fit ◽  
Model Building ◽  
Main Idea ◽  
Dependence Structure ◽  
Time Series Models ◽  
Goodness Of Fit Tests ◽  
Diagnostic Checking ◽  
Portmanteau Tests

Model criticism is an important stage of model building and thus goodness of fit tests provides a set of tools for diagnostic checking of the fitted model. Several tests are suggested in literature for diagnostic checking. These tests use autocorrelation or partial autocorrelation in the residuals to criticize the adequacy of fitted model. The main idea underlying these portmanteau tests is to identify if there is any dependence structure which is yet unexplained by the fitted model. In this paper, we suggest mixed portmanteau tests based on autocorrelation and partial autocorrelation functions of the residuals. We derived the asymptotic distribution of the mixture test and studied its size and power using Monte Carlo simulations.

scholarly journals Some New Goodness-of-fit Tests for Rayleigh Distribution

2020 ◽  
pp. 305-315
Author(s):  
Seyed Mahdi Amir Jahanshahi ◽  
Arezo Habibi Rad ◽  
Vahid Fakoor
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Goodness Of Fit ◽  
Rayleigh Distribution ◽  
Rényi Divergence ◽  
Divergence Measures ◽  
Goodness Of Fit Tests

In this paper, we introduce some new goodness-of-fit tests for the Rayleigh distribution based on Jeffreys, Lin-Wong and Renyi divergence measures. Then, the new proposed tests are compared with other tests in the literature. We compare the power of considered tests for some alternative distributions whose powers are calculated by Monte Carlo simulation. Finally, we conclude that entropy-based tests have a good performance in terms of power and among them Jeffreys test is the best one.  

scholarly journals Goodness-of-fit tests for sparse nominal data based on grouping

2012 ◽  
Vol 17 (4) ◽  
pp. 489-501
Author(s):  
Marijus Radavičius ◽  
Pavel Samusenko
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Empirical Bayes ◽  
Goodness Of Fit ◽  
Nominal Data ◽  
Goodness Of Fit Tests ◽  
Empirical Bayes Approach ◽  
Bayes Approach

. For (very) sparse nominal data, common goodness-of-fit tests usually fail. Alternative goodness-of-fit tests based on extended empirical Bayes approach and grouping are proposed and their consistency is proved. The performance of the tests is illustrated and compared with classical criteria by Monte Carlo simulations.

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