Title : ( A Density-Based Empirical Likelihood Ratio Approach for Goodness-of-fit Tests in Decreasing Densities )
Authors: Vahid Fakoor , Masoud Ajami , S. M. A. Jahanshahi , Ali Shariati ,
Full TextAbstract
In this paper, we propose a test for the null hypothesis that a decreasing density function belongs to a given parametric family of distribution functions against the non-parametric alternative. This method, which is based on an empirical likelihood (EL) ratio statistic, is similar to the test introduced by Vexler and Gurevich [23]. The consistency of the test statistic proposed is derived under the null and alternative hypotheses. A simulation study is conducted to inspect the power of the proposed test under various decreasing alternatives. In each scenario, the critical region of the test is obtained using a Monte Carlo technique. The applicability of the proposed test in practice is demonstrated through a few real data examples.
Keywords
, Decreasing density, Empirical likelihood, Goodness-of-fit test, Grenander estimator, Monte Carlo simulation.
@article{paperid:1075237,
author = {Fakoor, Vahid and مسعود عجمی and مهدی امیر جهانشاهی and Shariati, Ali},
title = {A Density-Based Empirical Likelihood Ratio Approach for Goodness-of-fit Tests in Decreasing Densities},
journal = {Statistics, Optimization and Information Computing},
year = {2020},
volume = {8},
number = {1},
month = {February},
issn = {2311-004X},
pages = {66--79},
numpages = {13},
keywords = {Decreasing density; Empirical likelihood; Goodness-of-fit test; Grenander estimator; Monte Carlo simulation.},
}
%0 Journal Article
%T A Density-Based Empirical Likelihood Ratio Approach for Goodness-of-fit Tests in Decreasing Densities
%A Fakoor, Vahid
%A مسعود عجمی
%A مهدی امیر جهانشاهی
%A Shariati, Ali
%J Statistics, Optimization and Information Computing
%@ 2311-004X
%D 2020
