scholarly journals A New Goodness of Fit Test for Multivariate Normality and Comparative Simulation Study

Mathematics ◽  
2021 ◽  
Vol 9 (23) ◽  
pp. 3003
Author(s):  
Jurgita Arnastauskaitė ◽  
Tomas Ruzgas ◽  
Mindaugas Bražėnas
Keyword(s):  
Goodness Of Fit ◽  
Distribution Density ◽  
Empirical Distribution ◽  
Real Data ◽  
Multivariate Normality ◽  
Data Sets ◽  
Goodness Of Fit Test ◽  
Absolute Deviation ◽  
Test For Multivariate Normality ◽  
The Mean

The testing of multivariate normality remains a significant scientific problem. Although it is being extensively researched, it is still unclear how to choose the best test based on the sample size, variance, covariance matrix and others. In order to contribute to this field, a new goodness of fit test for multivariate normality is introduced. This test is based on the mean absolute deviation of the empirical distribution density from the theoretical distribution density. A new test was compared with the most popular tests in terms of empirical power. The power of the tests was estimated for the selected alternative distributions and examined by the Monte Carlo modeling method for the chosen sample sizes and dimensions. Based on the modeling results, it can be concluded that a new test is one of the most powerful tests for checking multivariate normality, especially for smaller samples. In addition, the assumption of normality of two real data sets was checked.

Goodness-of-fit test for skew normality based on energy statistics

2020 ◽  
Vol 28 (3) ◽  
pp. 227-236
Author(s):  
Logan Opperman ◽  
Wei Ning
Keyword(s):  
Goodness Of Fit ◽  
Type I Error ◽  
Real Data ◽  
Testing Procedure ◽  
Data Sets ◽  
Type I ◽  
Goodness Of Fit Test ◽  
Power Comparisons

AbstractIn this paper, we propose a goodness-of-fit test based on the energy statistic for skew normality. Simulations indicate that the Type-I error of the proposed test can be controlled reasonably well for given nominal levels. Power comparisons to other existing methods under different settings show the advantage of the proposed test. Such a test is applied to two real data sets to illustrate the testing procedure.

scholarly journals Validation of the Odd Lindley Exponentiated Exponential by a ModiÖed Goodness of Fit Test with Applications to Censored and Complete Data

2019 ◽  
pp. 745-771 ◽  
Author(s):  
Hafida Goual ◽  
Haitham M. Yousof ◽  
Mir Masoom Ali
Keyword(s):  
Goodness Of Fit ◽  
Maximum Likelihood Estimators ◽  
Real Data ◽  
Complete Data ◽  
Data Sets ◽  
Grouped Data ◽  
Goodness Of Fit Test ◽  
Right Censored Data ◽  
Mathematical Properties ◽  
Chi Squared

In this paper, we Örst introduse a new extension of the exponentiated exponential distribution along with its several mathematical properties. Second, we construct a modiÖed Chi-squared goodness-of-Öt test based on the Nikulin-Rao-Robson statistic in presence of censored and complete data. We describe the theory and the mechanism of the Y 2 n statistic test which can be used in survival and reliability data analysis. We use the maximum likelihood estimators based on the initial non grouped data sets. Then, we conduct numerical simulations to reinforce the results. For showing the applicability of our model in various Öelds, we illustrate it and the proposed test by applications to two real data sets for complete data case and two other right censored data sets.

scholarly journals Applying the Multivariate Time-Rescaling Theorem to Neural Population Models

2011 ◽  
Vol 23 (6) ◽  
pp. 1452-1483 ◽  
Author(s):  
Felipe Gerhard ◽  
Robert Haslinger ◽  
Gordon Pipa
Keyword(s):  
Statistical Models ◽  
Goodness Of Fit ◽  
Real Data ◽  
Spike Trains ◽  
Population Models ◽  
Neural Population ◽  
Data Sets ◽  
Goodness Of Fit Test ◽  
Population Activity ◽  
Neural Information

Statistical models of neural activity are integral to modern neuroscience. Recently interest has grown in modeling the spiking activity of populations of simultaneously recorded neurons to study the effects of correlations and functional connectivity on neural information processing. However, any statistical model must be validated by an appropriate goodness-of-fit test. Kolmogorov-Smirnov tests based on the time-rescaling theorem have proven to be useful for evaluating point-process-based statistical models of single-neuron spike trains. Here we discuss the extension of the time-rescaling theorem to the multivariate (neural population) case. We show that even in the presence of strong correlations between spike trains, models that neglect couplings between neurons can be erroneously passed by the univariate time-rescaling test. We present the multivariate version of the time-rescaling theorem and provide a practical step-by-step procedure for applying it to testing the sufficiency of neural population models. Using several simple analytically tractable models and more complex simulated and real data sets, we demonstrate that important features of the population activity can be detected only using the multivariate extension of the test.

scholarly journals Goodness-of-Fit Tests for Bivariate Time Series of Counts

Econometrics ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 10
Author(s):  
Šárka Hudecová ◽  
Marie Hušková ◽  
Simos G. Meintanis
Keyword(s):  
Goodness Of Fit ◽  
Probability Generating Function ◽  
Parametric Bootstrap ◽  
Real Data ◽  
Data Sets ◽  
Test Statistics ◽  
Finite Sample ◽  
Generalized Poisson ◽  
Goodness Of Fit Tests ◽  
Monte Carlo Experiments

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.

A test for fuzzy exponentiality based on Kullback-Leibler information

2021 ◽  
pp. 1-8
Author(s):  
Lingtao Kong
Keyword(s):  
Biological Sciences ◽  
Monte Carlo ◽  
Goodness Of Fit ◽  
Experimental Studies ◽  
Real Data ◽  
Test Statistics ◽  
Test Statistic ◽  
Goodness Of Fit Test ◽  
Higher Power ◽  
Leibler Information

The exponential distribution has been widely used in engineering, social and biological sciences. In this paper, we propose a new goodness-of-fit test for fuzzy exponentiality using α-pessimistic value. The test statistics is established based on Kullback-Leibler information. By using Monte Carlo method, we obtain the empirical critical points of the test statistic at four different significant levels. To evaluate the performance of the proposed test, we compare it with four commonly used tests through some simulations. Experimental studies show that the proposed test has higher power than other tests in most cases. In particular, for the uniform and linear failure rate alternatives, our method has the best performance. A real data example is investigated to show the application of our test.

Velocity inversion by global optimization using finite-offset common-reflection-surface stacking applied to synthetic and Tacutu Basin seismic data

Geophysics ◽  
2019 ◽  
Vol 84 (2) ◽  
pp. R165-R174 ◽  
Author(s):  
Marcelo Jorge Luz Mesquita ◽  
João Carlos Ribeiro Cruz ◽  
German Garabito Callapino
Keyword(s):  
Objective Function ◽  
Real Data ◽  
Velocity Model ◽  
Data Sets ◽  
Layer By Layer ◽  
Velocity Inversion ◽  
Very Fast Simulated Annealing ◽  
Target Layer ◽  
Common Reflection Surface ◽  
The Mean

Estimation of an accurate velocity macromodel is an important step in seismic imaging. We have developed an approach based on coherence measurements and finite-offset (FO) beam stacking. The algorithm is an FO common-reflection-surface tomography, which aims to determine the best layered depth-velocity model by finding the model that maximizes a semblance objective function calculated from the amplitudes in common-midpoint (CMP) gathers stacked over a predetermined aperture. We develop the subsurface velocity model with a stack of layers separated by smooth interfaces. The algorithm is applied layer by layer from the top downward in four steps per layer. First, by automatic or manual picking, we estimate the reflection times of events that describe the interfaces in a time-migrated section. Second, we convert these times to depth using the velocity model via application of Dix’s formula and the image rays to the events. Third, by using ray tracing, we calculate kinematic parameters along the central ray and build a paraxial FO traveltime approximation for the FO common-reflection-surface method. Finally, starting from CMP gathers, we calculate the semblance of the selected events using this paraxial traveltime approximation. After repeating this algorithm for all selected CMP gathers, we use the mean semblance values as an objective function for the target layer. When this coherence measure is maximized, the model is accepted and the process is completed. Otherwise, the process restarts from step two with the updated velocity model. Because the inverse problem we are solving is nonlinear, we use very fast simulated annealing to search the velocity parameters in the target layers. We test the method on synthetic and real data sets to study its use and advantages.

scholarly journals Consistency Bands for the Mean Excess Function and Application to Graphical Goodness-of-fit Test for Financial Data

2016 ◽  
Vol 8 (1) ◽  
pp. 42
Author(s):  
Amadou Diadie Ba ◽  
El Hadj Deme ◽  
Cheikh Tidiane Seck ◽  
Gane Samb Lo
Keyword(s):  
Goodness Of Fit ◽  
Empirical Processes ◽  
Financial Data ◽  
Generalized Hyperbolic Distribution ◽  
Goodness Of Fit Test ◽  
Excess Function ◽  
Monthly Data ◽  
Hyperbolic Distribution ◽  
Mean Excess Function ◽  
The Mean

<p>In this paper, we use the modern setting of functional empirical processes and recent techniques on uniform estimation for non parametric objects to derive consistency bands for the mean excess function in the i.i.d. case. We apply our results for modelling Dow Jones data to see how good the Generalized hyperbolic distribution fits monthly data.</p>

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