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Power comparison of distribution-free two sample goodness-of-fit tests
- Kim, Seon Bin;
- Lee, Jae Won
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1초록
Statistics are often used to test two samples if they have been drawn from the same underlying distribution. In this paper, we introduce several well-known distribution-free tests to compare distributions and conduct an extensive Monte-Carlo simulation to specify their behaviors. We consider various circumstances of when two distributions vary in (1) location, (2) scale, (3) symmetry, (4) kurtosis, (5) tail weight. A practical guideline for two-sample goodness-of-fit test is presented based on the simulation result.
키워드
Kolmogorov-Smirnov test; Cramer-von-Mises test; Anderson-Darling test; Epps-Singleton test; Mann-Whitney U test; goodness-of-fit test; KOLMOGOROV-SMIRNOV; 2-SAMPLE
- 제목
- Power comparison of distribution-free two sample goodness-of-fit tests
- 저자
- Kim, Seon Bin; Lee, Jae Won
- 발행일
- 2017-08
- 유형
- Article
- 저널명
- 응용통계연구
- 권
- 30
- 호
- 4
- 페이지
- 513 ~ 528