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    A minimal-maximal correlation-type goodness-of-fit test

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    Date
    2014-06-26
    Author
    White, Josie
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    Abstract
    In goodness-of-fit testing, the goal is to determine if data come from a particular distribution. One graphical approach to test goodness-of-fit is a probability plot. Two probability plots typically used are the probability-probability plot and the quantile-quantile plot, but to use these plots, plotting points are needed. Balakrishnan et al. (2010) proposed a new plotting point based on simultaneous closeness probabilities. This was followed up by a correlation-type goodness-of-fit test based on these plotting points. In this thesis, two tests based on the correlation coefficient test are proposed; in particular, a maximal-correlation coefficient test and a minimal-correlation coefficient test which are based on simultaneous closeness probabilities are developed. Two approaches are considered to investigate these two tests: a grid search method and an averaging method. Numerical results, including illustrative examples, critical values and a power study are also provided.
    URI
    http://hdl.handle.net/1993/23665
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    • FGS - Electronic Theses and Practica [25494]

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