The Conditional Probability Integral Transformation and Applications to Obtain Composite Chi-Square Goodness-of-Fit Tests
O'Reilly, Federico J. ; Quesenberry, C. P.
Ann. Statist., Tome 1 (1973) no. 2, p. 74-83 / Harvested from Project Euclid
It is shown that certain conditional distributions, obtained by conditioning on a sufficient statistic, can be used to transform a set of random variables into a smaller set of random variables that are identically and independently distributed with uniform distributions on the interval from zero to one. This result is then used to construct distribution-free tests of fit for composite goodness-of-fit problems. In particular, distribution-free chi-square goodness-of-fit tests are obtained for univariate normal, exponential, and normal linear regression model families of distributions.
Publié le : 1973-01-14
Classification:  62,  71,  Conditional expectation,  minimal sufficient statistic,  absolute continuity,  MVU function estimator,  composite goodness-of-fit tests
@article{1193342383,
     author = {O'Reilly, Federico J. and Quesenberry, C. P.},
     title = {The Conditional Probability Integral Transformation and Applications to Obtain Composite Chi-Square Goodness-of-Fit Tests},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 74-83},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1193342383}
}
O'Reilly, Federico J.; Quesenberry, C. P. The Conditional Probability Integral Transformation and Applications to Obtain Composite Chi-Square Goodness-of-Fit Tests. Ann. Statist., Tome 1 (1973) no. 2, pp.  74-83. http://gdmltest.u-ga.fr/item/1193342383/