Accession Number : ADA198083

Title :   Tests of Fit Using Sample Moments.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Currie, Iain D ; Stephens, Michael A

PDF Url : ADA198083

Report Date : 23 Jun 1988

Pagination or Media Count : 36

Abstract : It is shown that the goodness of fit statistic based on moments of Gurland and Dahiya (1970) can be expressed as a sum of components having asymptotically independent chi-square sub 1 distributions. Expressions are found for the components under the null hypothesis of normality or exponentiality. The first and second components in the normal case are equivalent to the skewness and kurtosis measures b1 and b2 respectively. The first component in the exponential case is equivalent to Greenwood's statistic. The gamma distribution is also considered. Keywords: Goodness of fit, Moments, Normal, Exponential, Gamma distribution. (jhd)

Descriptors :   *FITTING FUNCTIONS(MATHEMATICS), MATHEMATICAL ANALYSIS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE