Goodness of fit tests for weighted histograms
Data Analysis, Statistics and Probability
2008-11-28 v2 Statistics Theory
Statistics Theory
Abstract
Weighted histogram in Monte-Carlo simulations is often used for the estimation of a probability density function. It is obtained as a result of random experiment with random events that have weights. In this paper the bin contents of weighted histogram are considered as a sum of random variables with random number of terms. Goodness of fit tests for weighted histograms and for weighted histograms with unknown normalization are proposed. Sizes and powers of the tests are investigated numerically.
Keywords
Cite
@article{arxiv.0712.4250,
title = {Goodness of fit tests for weighted histograms},
author = {N. D. Gagunashvili},
journal= {arXiv preprint arXiv:0712.4250},
year = {2008}
}
Comments
15 pages, 5 figures, changed content