Master of Science (MS)
First Advisor's Name
First Advisor's Committee Title
Second Advisor's Name
Second Advisor's Committee Title
Third Advisor's Name
Third Advisor's Committee Title
Goodness-of-fit test, Exponential distribution, Power comparison, Monte-Carlo simulation
Date of Defense
There are some existing commonly used goodness-of-fit tests, such as the Kolmogorov-Smirnov test, the Cramer-Von Mises test, and the Anderson-Darling test. In addition, a new goodness-of-fit test named G test was proposed by Chen and Ye (2009). The purpose of this thesis is to compare the performance of some goodness-of-fit tests by comparing their power.
A goodness-of-fit test is usually used when judging whether or not the underlying population distribution differs from a specific distribution. This research focus on testing whether the underlying population distribution is an exponential distribution.
To conduct statistical simulation, SAS/IML is used in this research. Some alternative distributions such as the triangle distribution, V-shaped triangle distribution are used. By applying Monte Carlo simulation, it can be concluded that the performance of the Kolmogorov-Smirnov test is better than the G test in many cases, while the G test performs well in some cases.
Liu, Tianyi, "Power Comparison of Some Goodness-of-fit Tests" (2016). FIU Electronic Theses and Dissertations. 2572.
In Copyright. URI: http://rightsstatements.org/vocab/InC/1.0/
This Item is protected by copyright and/or related rights. You are free to use this Item in any way that is permitted by the copyright and related rights legislation that applies to your use. For other uses you need to obtain permission from the rights-holder(s).