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相关论文: Goodness of fit tests for weighted histograms

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Weighted histograms in Monte Carlo simulations are often used for the estimation of probability density functions. They are obtained as a result of random experiments with random events that have weights. In this paper, the bin contents of…

数据分析、统计与概率 · 物理学 2010-03-02 N. D. Gagunashvili

Weighted histograms are used for the estimation of probability density functions. Computer simulation is the main domain of application of this type of histogram. A review of chi-square goodness of fit tests for weighted histograms is…

数据分析、统计与概率 · 物理学 2015-05-13 Nikolai Gagunashvili

Histograms with weighted entries are used to estimate probability density functions. Computer simulation is the main application of this type of histograms. A review on chi-square tests for comparing weighted histograms is presented in this…

数据分析、统计与概率 · 物理学 2017-04-27 Nikolai Gagunashvili

A general and relatively simple method for construction of multivariate goodness-of-fit tests is introduced. The proposed test is applied to elliptical distributions. The method is based on a characterization of probability distributions…

统计方法学 · 统计学 2022-06-22 Feifei Chen , M. Dolores Jiménez-Gamero , Simos Meintanis , Lixing Zhu

We employ a general Monte Carlo method to test composite hypotheses of goodness-of-fit for several popular multivariate models that can accommodate both asymmetry and heavy tails. Specifically, we consider weighted L2-type tests based on a…

统计方法学 · 统计学 2023-03-09 Maicon J. Karling , Marc G. Genton , Simos G. Meintanis

Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…

统计方法学 · 统计学 2023-03-20 Lolian Shtembari , Allen Caldwell

A self-contained Fortran-77 program for goodness of fit tests for histograms with weighted entries as well as with unweighted entries is presented. The code calculates test statistics for case of histogram with normalized weights of events…

数据分析、统计与概率 · 物理学 2011-11-18 Nikolai Gagunashvili

The process comparing the empirical cumulative distribution function of the sample with a parametric estimate of the cumulative distribution function is known as the empirical process with estimated parameters and has been extensively…

统计方法学 · 统计学 2012-10-08 Ivan Kojadinovic , Jun Yan

Unbinned maximum likelihood is a common procedure for parameter estimation. After parameters have been estimated, it is crucial to know whether the fit model adequately describes the experimental data. Univariate Goodness of Fit procedures…

应用统计 · 统计学 2011-02-14 Giulio Palombo

The value of the likelihood is occasionally used by high energy physicists as a statistic to measure goodness-of-fit in unbinned maximum likelihood fits. Simple examples are presented that illustrate why this (seemingly intuitive) method…

数据分析、统计与概率 · 物理学 2014-11-18 Joel Heinrich

We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence…

机器学习 · 统计学 2016-09-28 Kacper Chwialkowski , Heiko Strathmann , Arthur Gretton

We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…

统计理论 · 数学 2022-03-01 Simos G. Meintanis , Christos K. Papadimitriou

This paper discusses some problems possibly arising when approximating via Monte-Carlo simulations the distributions of goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to re-estimate…

数据分析、统计与概率 · 物理学 2008-04-01 Marco Capasso , Lucia Alessi , Matteo Barigozzi , Giorgio Fagiolo

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

In the present paper, we develop a new goodness-of-fit test for the Birnbaum- Saunders distribution based on the probability plot. We utilize the sample correlation coefficient from the Birnbaum-Saunders probability plot as a measure of…

应用统计 · 统计学 2023-08-22 Chanseok Park , Min Wang

Multivariate analyses play an important role in high energy physics. Such analyses often involve performing an unbinned maximum likelihood fit of a probability density function (p.d.f.) to the data. This paper explores a variety of unbinned…

高能物理 - 实验 · 物理学 2011-07-13 Mike Williams

Maximum likelihood fits to data can be done using binned data (histograms) and unbinned data. With binned data, one gets not only the fitted parameters but also a measure of the goodness of fit. With unbinned data, currently, the fitted…

数据分析、统计与概率 · 物理学 2007-05-23 Rajendran Raja

Record is used to reduce the time and cost of running experiments (Doostparast and Balakrishnan, 2010). It is important to check the adequacy of models upon which inferences or actions are based (Lawless, 2003, Chapter 10, p. 465). In the…

统计理论 · 数学 2011-10-26 Mahdi Doostparast

Fitting mixture distributions is needed in applications where data belongs to inhomogeneous populations comprising homogeneous sub-populations. The mixing proportions of the sub populations are in general unknown and need to be estimated as…

统计方法学 · 统计学 2019-12-10 Richard A. Lockhart , Chandanie W. Navaratna

A sizable amount of goodness-of-fit tests involving functional data have appeared in the last decade. We provide a relatively compact revision of most of these contributions, within the independent and identically distributed framework, by…

统计方法学 · 统计学 2021-05-28 Wenceslao González-Manteiga , Rosa M. Crujeiras , Eduardo García-Portugués
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