Related papers: Goodness of fit tests for weighted histograms
Testing procedures for assessing a parametric regression model with circular response and $\mathbb{R}^d$-valued covariate are proposed and analyzed in this work both for independent and for spatially correlated data. The test statistics are…
Tests of goodness of fit are used in nearly every domain where statistics is applied. One powerful and flexible approach is to sample artificial data sets that are exchangeable with the real data under the null hypothesis (but not under the…
Acceptance-rejection (AR), Independent Metropolis Hastings (IMH) or importance sampling (IS) Monte Carlo (MC) simulation algorithms all involve computing ratios of probability density functions (pdfs). On the other hand, classifiers…
Predictions are often probabilities; e.g., a prediction could be for precipitation tomorrow, but with only a 30% chance. Given such probabilistic predictions together with the actual outcomes, "reliability diagrams" help detect and diagnose…
This article describes an extension of classical \chi^2 goodness-of-fit tests to Bayesian model assessment. The extension, which essentially involves evaluating Pearson's goodness-of-fit statistic at a parameter value drawn from its…
A goodness-of-fit index measures the consistency of consumption data with a given model of utility-maximization. We show that for the class of well-behaved (i.e., continuous and increasing) utility functions there is no goodness-of-fit…
We derive a new discrepancy statistic for measuring differences between two probability distributions based on combining Stein's identity with the reproducing kernel Hilbert space theory. We apply our result to test how well a probabilistic…
Bivariate count models having one marginal and the other conditionals being of the Poissons form are called pseudo-Poisson distributions. Such models have simple exible dependence structures, possess fast computation algorithms and generate…
We propose two nonparametric statistical tests of goodness of fit for conditional distributions: given a conditional probability density function $p(y|x)$ and a joint sample, decide whether the sample is drawn from $p(y|x)r_x(x)$ for some…
Items in a test are often used as a basis for making decisions and such tests are therefore required to have good psychometric properties, like unidimensionality. In many cases the sum score is used in combination with a threshold to decide…
Various distribution free goodness-of-fit test procedures have been extracted from literature. We present two new binning free tests, the univariate three-region-test and the multivariate energy test. The power of the selected tests with…
We consider goodness-of-fit tests with i.i.d. samples generated from a categorical distribution $(p_1,...,p_k)$. For a given $(q_1,...,q_k)$, we test the null hypothesis whether $p_j=q_{\pi(j)}$ for some label permutation $\pi$. The…
We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs,…
This paper adopts a tool from computational topology, the Euler characteristic curve (ECC) of a sample, to perform one- and two-sample goodness of fit tests. We call our procedure TopoTests. The presented tests work for samples of arbitrary…
We propose a family of tests to assess the goodness-of-fit of a high-dimensional generalized linear model. Our framework is flexible and may be used to construct an omnibus test or directed against testing specific non-linearities and…
We propose and analyse a novel nonparametric goodness of fit testing procedure for exchangeable exponential random graph models (ERGMs) when a single network realisation is observed. The test determines how likely it is that the observation…
Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…
This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time series process, including those exhibiting long-range dependence. Test statistics for composite hypotheses are functionals of a (approximated)…
In the framework of quantum optics, we study the problem of goodness-of-fit testing in a severely ill-posed inverse problem. A novel testing procedure is introduced and its rates of convergence are investigated under various smoothness…
This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…