Affiliation:
1. University of Groningen, Department of Mathematics, Groningen, Niederlande
Abstract
Abstract
To test the hypothesis H
0: f=ψ that an unknown density f is equal to a specified one, ψ, an estimate f^ of f is compared with ψ. The total variation distance ∥ f^-ψ∥1 is used as test statistic.
The density estimate f^ considered is a peculiar one. A table of critical values is provided, this table is applicable for arbitrary ψ.
Relations with other methods, Neyman´s smooth tests in particular, are discussed and power comparisons are performed. In certain situations, our test is recommendable. An example from practice is provided.
Cited by
3 articles.
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