On a test for goodness-of-fit based on the empirical probability measure of Foutz and testing for exponentiality

Foutz (1979) proposed a goodness-of-fit test for the simple hypothesis specifying a continuous p-variate distribution . For a suitably defined empirical probability measure, , the proposed test is based on the supremum of the absolute differences between hypothesized and empirical probabilities, the...

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Main Author: Csörgő, Miklós
Format: Book Chapter
Language:English
Subjects:
Borel Class
Brownian Bridge
Equivalent Block
Mise Type
Quantile Process
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description Foutz (1979) proposed a goodness-of-fit test for the simple hypothesis specifying a continuous p-variate distribution . For a suitably defined empirical probability measure, , the proposed test is based on the supremum of the absolute differences between hypothesized and empirical probabilities, the supremum being taken over all possible events. He showed that his test statistic was distribution free in the general p-variate case and derived its asymptotic null distribution. Here an alternate quick way of deriving the latter is proposed and connections are made to testing for exponentiality.
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source Springer Nature - Springer Lecture Notes in Mathematics eBooks; SpringerLINK Lecture Notes in Mathematics Archive (Through 1996)
subjects Borel Class
Brownian Bridge
Equivalent Block
Mise Type
Quantile Process
title On a test for goodness-of-fit based on the empirical probability measure of Foutz and testing for exponentiality
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