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Testing for goodness rather than lack of fit of continuous probability distributions
- Source :
- PLoS ONE, Vol 16, Iss 9, p e0256499 (2021), PLoS ONE
- Publication Year :
- 2021
- Publisher :
- Public Library of Science (PLoS), 2021.
-
Abstract
- The vast majority of testing procedures presented in the literature as goodness-of-fit tests fail to accomplish what the term is promising. Actually, a significant result of such a test indicates that the true distribution underlying the data differs substantially from the assumed model, whereas the true objective is usually to establish that the model fits the data sufficiently well. Meeting that objective requires to carry out a testing procedure for a problem in which the statement that the deviations between model and true distribution are small, plays the role of the alternative hypothesis. Testing procedures of this kind, for which the term tests for equivalence has been coined in statistical usage, are available for establishing goodness-of-fit of discrete distributions. We show how this methodology can be extended to settings where interest is in establishing goodness-of-fit of distributions of the continuous type.
- Subjects :
- Computer science
Statement (logic)
Alternative hypothesis
Science
Test Statistics
Research and Analysis Methods
Statistical Inference
Mathematical and Statistical Techniques
Statistical inference
Econometrics
Humans
Lack-of-fit sum of squares
Statistical Methods
Equivalence (measure theory)
Statistical hypothesis testing
Statistical Data
Probability
Multidisciplinary
Models, Statistical
Applied Mathematics
Simulation and Modeling
Statistics
Probability Theory
Probability Distribution
Term (time)
Monte Carlo method
Statistical Theories
Physical Sciences
Probability distribution
Medicine
Mathematics
Algorithms
Research Article
Statistical Distributions
Subjects
Details
- Language :
- English
- ISSN :
- 19326203
- Volume :
- 16
- Issue :
- 9
- Database :
- OpenAIRE
- Journal :
- PLoS ONE
- Accession number :
- edsair.doi.dedup.....1929c93528f51fd1b600ac5672a34fa9