Smooth Tests of Goodness of Fit

Rayner, J. C. W.; Best, D. J.

ISBN 10: 0195056108 / ISBN 13: 9780195056105

Edité par Oxford University Press, 1989

A propos de cet article

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Détails bibliographiques

• Titre: Smooth Tests of Goodness of Fit
• Éditeur: Oxford University Press
• Date de parution: 1989
• Langue: anglais
• ISBN à 10 chiffres: 0195056108
• ISBN à 13 chiffres: 9780195056105
• Reliure: Couverture rigide
• État de l'article: As New

A propos de ce titre

Synopsis

Goodness of fit describes the validity of models involving statistical distribution of data, and smooth tests are a subset of these tests which are easy to apply and can be used in any situation in which there are relatively large sample sizes. Both concepts have become increasingly important with the advent of high-speed computers and the implementation of more complex models in the areas of probability and statistics. Written to be accessible to undergraduates with a working knowledge of statistics and calculus, this is an introductory reference work that should appeal to all professionals involved in statistical modelling.

Quatrième de couverture

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.