A power comparison and simulation study of goodness-of-fit tests

Date

2008-09-01

Author

Sürücü, Barış

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

208
views

0
downloads

We give the results of a comprehensive simulation Study Of the power properties of prominent goodness-of-fit tests. For testing the normal N(mu, sigma(2)), we propose a new omnibus goodness-of-fit statistic C which is a combination of the Shapiro-Wilk statistic W and the correlation statistic R. We show that the test of normality based on C is overall more powerful than other prominent goodness-of-fit tests and is effective against boil) symmetric as well as skew alternatives. We also show that the null distribution of C can be approximated by a four-moment F. For the exponential E(theta, sigma), Tiku statistic Z (using simple spacings) and modified Anderson-Darling A are the most powerful. For testing the statistics based on generalized sample spacings and the modified other distributions, Anderson-Darling statistic provide the most powerful tests.

Subject Keywords

Modelling and Simulation, Computational Theory and Mathematics, Computational Mathematics

URI

https://hdl.handle.net/11511/46797

Journal

COMPUTERS & MATHEMATICS WITH APPLICATIONS

DOI

https://doi.org/10.1016/j.camwa.2008.03.010

Collections

Department of Statistics, Article

Suggestions

OpenMETU
Core

The principles of B-smooth discontinuous flows Akalin, E; Akhmet, Marat (Elsevier BV, 2005-05-01) In this paper, we define B-smooth discontinuous dynamical systems which can be used as models of various processes in mechanics, electronics, biology, and medicine. We find sufficient conditions to guarantee the existence of such systems. These conditions are easy to verify. Appropriate examples are constructed.
A phase-field model for fracture of unidirectional fiber-reinforced polymer matrix composites Denli, Funda Aksu; Gultekin, Osman; Holzapfel, Gerhard A.; Dal, Hüsnü (Springer Science and Business Media LLC, 2020-04-01) This study presents a crack phase-field approach for anisotropic continua to model, in particular, fracture of fiber-reinforced matrix composites. Starting with the variational formulation of the multi-field problem of fracture in terms of the deformation and the crack phase fields, the governing equations feature the evolution of the anisotropic crack phase-field and the balance of linear momentum, presented for finite and small strains. A recently proposed energy-based anisotropic failure criterion is inc...
On the foundations of parameter estimation for generalized partial linear models with B-splines and continuous optimization TAYLAN, PAKİZE; Weber, Gerhard Wilhelm; Liu, Lian; Yerlikaya-Ozkurt, Fatma (Elsevier BV, 2010-07-01) Generalized linear models are widely used in statistical techniques. As an extension, generalized partial linear models utilize semiparametric methods and augment the usual parametric terms with a single nonparametric component of a continuous covariate. In this paper, after a short introduction, we present our model in the generalized additive context with a focus on the penalized maximum likelihood and the penalized iteratively reweighted least squares (P-IRLS) problem based on B-splines, which is attract...
A parallel multithreaded sparse triangular linear system solver Cugu, Ilke; Manguoğlu, Murat (Elsevier BV, 2020-07-15) We propose a parallel sparse triangular linear system solver based on the Spike algorithm. Sparse triangular systems are required to be solved in many applications. Often, they are a bottleneck due to their inherently sequential nature. Furthermore, typically many successive systems with the same coefficient matrix and with different right hand side vectors are required to be solved. The proposed solver decouples the problem at the cost of extra arithmetic operations as in the banded case. Compared to the b...
A GPU accelerated level set reinitialization for an adaptive discontinuous Galerkin method KARAKUS, A.; WARBURTON, T.; AKSEL, MEHMET HALUK; Sert, Cüneyt (Elsevier BV, 2016-08-01) GPU accelerated high order reconstruction of signed distance function of the level set method is studied. The flow based reinitialization equation is discretized in space by using a nodal discontinuous Galerkin method on adaptive unstructured grids. Artificial diffusion with a modal decay rate based regularity estimator is used to damp out high frequency solution components near kinks, where mesh adaptivity is applied. A two rate Adams-Bashforth time integrator is developed to avoid time step restrictions r...

Citation Formats

B. Sürücü, “A power comparison and simulation study of goodness-of-fit tests,” COMPUTERS & MATHEMATICS WITH APPLICATIONS, pp. 1617–1625, 2008, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/46797.