16561

,

J.C.W. Rayner, O. Thas., D.J. Best

2nd ed.

John Wiley & Sons (Asia),

1 electronic text (xvi, 272 p.) , ill.

Wiley series in probability and statistics

1. Introduction -- 2. Pearsonʹs Xp2s Test -- 3. Asymptotically Optimal Tests -- 4. Neyman Smooth Tests for Simple Null Hypotheses -- 5. Categorized Simple Null Hypotheses -- 6. Neyman Smooth Tests for Uncategorized Composite Null Hypotheses -- 7. Neyman Smooth Tests for Categorized Composite Null Hypotheses -- 8. Neyman Smooth Tests for Uncategorized Composite Null Hypotheses: Discrete Distributions -- 9. Construction of Generalized Smooth Tests: Theoretical Contributions -- 10. Smooth Modelling -- 11. Generalized Smooth Tests for Uncategorized Composite Null Hypotheses -- Appendix A. Orthonormal Polynomials and Recurrence Relations -- Appendix B. Parametric Bootstrap p-Values -- Appendix C. Some Details for Particular Distributions.,In this fully revised and expanded edition of Smooth Tests of Goodness of Fit, the latest powerful techniques for assessing statistical and probabilistic models using this proven class of procedures are presented in a practical and easily accessible manner. Emphasis is placed on modern developments such as data-driven tests, diagnostic properties, and model selection techniques. Applicable to most statistical distributions, the methodology described in this book is optimal for deriving tests of fit for new distributions and complex probabilistic models, and is a standard against which new procedures should be compared. New features of the second edition include: Expansion of the methodology to cover virtually any statistical distribution, including exponential families; Discussion and application of data-driven smooth tests; Techniques for the selection of the best model for the data, with a guide to acceptable alternatives; Numerous new, revised, and expanded examples, generated using R code. Smooth Tests of Goodness of Fit is an invaluable resource for all methodological researchers as well as graduate students undertaking goodness-of-fit, statistical, and probabilistic model assessment courses. Practitioners wishing to make an informed choice of goodness-of-fit test will also find this book an indispensible guide.

AU Thas, O.(Olivier) , AU Best, D. J.(Donald John)

QA

277

.R39

2009

9780470824429 (cloth) ,

Includes bibliographical references (p. [259-268]) and indexes.

2009