Testing for goodness rather than lack of fit of continuous probability distributions.

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...

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Autor principal: Stefan Wellek
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Publicado: Public Library of Science (PLoS) 2021
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Acceso en línea:https://doaj.org/article/b218af1823904cb2b1d4a6711f5b260a
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spelling oai:doaj.org-article:b218af1823904cb2b1d4a6711f5b260a2021-12-02T20:14:44ZTesting for goodness rather than lack of fit of continuous probability distributions.1932-620310.1371/journal.pone.0256499https://doaj.org/article/b218af1823904cb2b1d4a6711f5b260a2021-01-01T00:00:00Zhttps://doi.org/10.1371/journal.pone.0256499https://doaj.org/toc/1932-6203The 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.Stefan WellekPublic Library of Science (PLoS)articleMedicineRScienceQENPLoS ONE, Vol 16, Iss 9, p e0256499 (2021)
institution DOAJ
collection DOAJ
language EN
topic Medicine
R
Science
Q
spellingShingle Medicine
R
Science
Q
Stefan Wellek
Testing for goodness rather than lack of fit of continuous probability distributions.
description 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.
format article
author Stefan Wellek
author_facet Stefan Wellek
author_sort Stefan Wellek
title Testing for goodness rather than lack of fit of continuous probability distributions.
title_short Testing for goodness rather than lack of fit of continuous probability distributions.
title_full Testing for goodness rather than lack of fit of continuous probability distributions.
title_fullStr Testing for goodness rather than lack of fit of continuous probability distributions.
title_full_unstemmed Testing for goodness rather than lack of fit of continuous probability distributions.
title_sort testing for goodness rather than lack of fit of continuous probability distributions.
publisher Public Library of Science (PLoS)
publishDate 2021
url https://doaj.org/article/b218af1823904cb2b1d4a6711f5b260a
work_keys_str_mv AT stefanwellek testingforgoodnessratherthanlackoffitofcontinuousprobabilitydistributions
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