Publication:
Rukhin's uniformity test based on sample quantiles

No Thumbnail Available
Full text at PDC
Publication Date
2005-03
Authors
Marhuenda García, Yolanda
Pardo Llorente, María del Carmen
Advisors (or tutors)
Editors
Journal Title
Journal ISSN
Volume Title
Publisher
Taylor & Francis
Citations
Google Scholar
Research Projects
Organizational Units
Journal Issue
Abstract
The problem of testing if a given probability distribution fits to a set of independent and identically distributed observations is usually treated by categorizing the data range. Discretization can be done by means of relative frequencies or by using sample quantiles. In this article, quantile-based test statistics are proposed to test the hypothesis of uniformity in the interval (0, 1). Exact critical values of the family of Rukhin's statistics are estimated. A Monte Carlo simulation experiment is carried out to calculate powers of these tests in different alternatives. Results obtained from each kind of categorization are compared to give several recommendations about the use of Rukhin's statistics and type of categorization.
Description
Unesco subjects
Keywords
Citation
Collections