Goodness-of-fit test with modified statistics chi-square
Žurnal Srednevolžskogo matematičeskogo obŝestva, Tome 18 (2016) no. 4, pp. 52-63.

Voir la notice de l'article provenant de la source Math-Net.Ru

In the paper we continue the research on possibility of using parametric functions that allow unbiased estimates to test a null hypothesis about a kind of distribution by the chi-square test. Based on Wald's method a new asymptotic test is proposed for testing hypothesis according to which the distribution of random value belongs to a one-parameter exponential family. According to a level of complexity this test occupies an intermediate position between the Nikulin-Rao-Robson’s test and the test of moment conditions. Two examples are mentioned as corollaries for the main statement of the paper. Corollary 2.1 contains the result connecting the proposed test statistic with one-dimensional version of the Nikulin-Rao-Robson’s statistic. Corollary 2.2 contains test statistic for testing a null hypothesis about the kind of distribution with a special additional restriction on a hypothetical distribution.
Keywords: exponential family of functions, unbiased estimate, fitting criterion, power.
@article{SVMO_2016_18_4_a6,
     author = {M. V. Radionova and V. V. Chichagov},
     title = {Goodness-of-fit test with modified statistics chi-square},
     journal = {\v{Z}urnal Srednevol\v{z}skogo matemati\v{c}eskogo ob\^{s}estva},
     pages = {52--63},
     publisher = {mathdoc},
     volume = {18},
     number = {4},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SVMO_2016_18_4_a6/}
}
TY  - JOUR
AU  - M. V. Radionova
AU  - V. V. Chichagov
TI  - Goodness-of-fit test with modified statistics chi-square
JO  - Žurnal Srednevolžskogo matematičeskogo obŝestva
PY  - 2016
SP  - 52
EP  - 63
VL  - 18
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SVMO_2016_18_4_a6/
LA  - ru
ID  - SVMO_2016_18_4_a6
ER  - 
%0 Journal Article
%A M. V. Radionova
%A V. V. Chichagov
%T Goodness-of-fit test with modified statistics chi-square
%J Žurnal Srednevolžskogo matematičeskogo obŝestva
%D 2016
%P 52-63
%V 18
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SVMO_2016_18_4_a6/
%G ru
%F SVMO_2016_18_4_a6
M. V. Radionova; V. V. Chichagov. Goodness-of-fit test with modified statistics chi-square. Žurnal Srednevolžskogo matematičeskogo obŝestva, Tome 18 (2016) no. 4, pp. 52-63. http://geodesic.mathdoc.fr/item/SVMO_2016_18_4_a6/

[1] Pearson K., “On the criterion that a given system of derivations from the probable in the case of correlated system of variables is such that it can be reasonably supposed to have arisen from random sampling”, Philosophical Magazine, 1900, no. 302, 157–175 | Zbl

[2] Fisher R. A., “On a property connecting the measure of discrepancy with the method of maximum likelihood”, Atti de Congresso Internazionale dei Mathematici, 1928, no. 302, 94–100 | MR

[3] Chernoff G., Lehmann E.L., “The use of maximum likelihood estimates in tests for goodness of fit”, Annals of Mathematical Statistics, 1954, no. 25, 579–586 | DOI | MR | Zbl

[4] Nikulin M.S., “Kriterii khi-kvadrat dlya nepreryvnykh raspredelenii s parametrami sdviga i masshtaba”, Teoriya veroyatnostei i ee primenenie, 1973, no. 3, 583–592 | Zbl

[5] Nikulin M.S., Mirvaliev M., “Goodness-of-fit chi-squared type criterions”, Industrial Laboratory, 1992, 280–291

[6] Bagdonavicius V., Kruopis J., Nikulin M.S., Non-parametric Tests for Complete Data, ISTE Ltd John Wiley and Sons, 2011, 309 pp. | MR | Zbl

[7] Voinov V., Nikulin M., Balakrishnan N., Chi-Squared Goodness of Fit Tests with Applications, Elsevier Inc, Oxford, 2013, 229 pp. | Zbl

[8] Radionova M.V., Chichagov V.V., “Ob odnom klasse kriteriev soglasiya tipa khi-kvadrat”, Vestnik Izhevskogo gosudarstvennogo tekhnicheskogo universiteta, 2014, no. 4, 151–156

[9] Greene W.H., Econometric Analysis, Prentice Hall, 1999, 1024 pp. | MR

[10] Chichagov V.V., “Modifitsirovannyi kriterii soglasiya khi-kvadrat s odnim ogranicheniem na gipoteticheskoe raspredelenie”, mezhvuz. sb. nauch. tr., Statisticheskie metody otsenivaniya i proverki gipotez, 26, Perm. gos. nats. issled. un-t, Perm, 2015, 68–85

[11] Brown L.D., Fundamentals of Statistical Exponential Families with Applications in Statistical Decision Theory, Lecture Notes-Monograph Series, Institute of Mathematical Statistics, 1986 | MR | Zbl

[12] Chichagov V. V., “Asimptoticheskie razlozheniya vysokogo poryadka dlya nesmeschennykh otsenok i ikh dispersii v modeli odnoparametricheskogo eksponentsialnogo semeistva”, Informatika i ee primeneniya, 2015, no. 3, 75–87

[13] Chichagov V. V., “Stokhasticheskie razlozheniya nesmeschennykh otsenok v sluchae odnoparametricheskogo eksponentsialnogo raspredeleniya”, Informatika i ee primeneniya, 2008, no. 2, 62–70

[14] Portnoy S., “Asymptotic efficiency of minimum variance unbiased estimators”, Annals of Statistics, 1977, no. 5, 522–529 | DOI | MR | Zbl

[15] Khorn R., Dzhonson Ch., Matrichnyi analiz, Mir, Moskva, 1989, 656 pp. | MR

[16] Suslova O. N., Chichagov V. V., “Kriterii khi-kvadrat dlya odnoparametricheskikh raspredelenii iz eksponentsialnogo semeistva, postroennyi na osnove nesmeschennykh otsenok”, Vestnik Permskogo universiteta. Matematika. Mekhanika. Informatika, 2006, no. 3, 80–85

[17] Chichagov V. V., “Povedenie statistiki khi-kvadrat s ispolzovaniem nesmeschennykh otsenok v sluchae odnoparametricheskogo raspredelenie iz eksponentsialnogo semeistva”, mezhvuz. sb. nauch. tr., Statisticheskie metody otsenivaniya i proverki gipotez, 19, Perm. gos. nats. issled. un-t, Perm, 2006, 78–89

[18] Borovkov A. A., Matematicheskaya statistika, Nauka, Moskva, 1984, 472 pp. | MR