An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives
type: Item
instance of: scholarly article
title: An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives
zbMATH Open document ID: 0613.62054
DOI: 10.1007/BF02613126
published in: Metrika
publication date: 1987-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/176091
review text: We propose a natural extension of Neyman's smooth goodness of fit tests under composite hypotheses. The components of our smooth tests are immediate analogues of the corresponding components in the completely specified null case. We show that, when testing for univariate normality, one of our smooth tests is similar to \textit{R. D'Agostino} and \textit{E. S. Pearson}'s statistic [Biometrika 60, 613-622 (1973; Zbl 0271.62025)]; when testing for multivariate normality, out smooth test for skewness is identical to \textit{K. V. Mardia}'s measure of multivariate skewness [ibid. 57, 519-530 (1970; Zbl 0214.463)] and, when testing for exponentiality, our simplest smooth test is equivalent to \textit{M. Greenwood}'s statistic [The statistical study of infectious disease. J. R. Stat. Soc. (N.S.) 109, 85-110 (1946)].
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 3992663
zbMATH Keywords: Neyman's smooth goodness of fit tests
zbMATH Keywords: composite hypotheses
zbMATH Keywords: multivariate normality
zbMATH Keywords: skewness
zbMATH Keywords: exponentiality
author: James A. Koziol
MaRDI profile type: Publication
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OpenAlex ID: W2041454187
description: scientific article; zbMATH DE number 3992663