Titlebook: Goodness-of-Fit Tests and Model Validity; C. Huber-Carol,N. Balakrishnan,M. Mesbah Book 2002 Birkhäuser Boston 2002 Estimator.Extension.Pl

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Partitioning the Pearson-Fisher Chi-Squared Goodness-of-Fit Statisticrk into how these tests can be used to construct components of the Pearson-Fisher chi-squared test statistic in the presence of unknown nuisance parameters. A short simulation study examining the size of these component test statistics is also presented.

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Statistical Tests for Normal Family in Presence of Outlying ObservationsBol’shev test, based on the Chauvenet rule, is applied for detecting all outlying observations in a sample. After the chi-squared type test, based on the statistic of Nikulin-Rao-Robson-Moore with the Neyman-Pearson classes for grouping of data, is applied for testing of normality. We include a prac

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Chi-Squared Test for the Law of Annual Death Rates: Case with Censure for Life Insurance FilesThis problem arises, for example, in the construction of a goodnessof-fit test for the law of annual death rates used in life insurance to calculate various premiums. For the non-censured case with a complete example for the Makeham law, see Gerville-Réache and Nikulin (2000).

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Goodness-of-Fit Statistics for the Exponential Distribution When the Data are Groupedop two test statistics to test whether the grouped observations come from an exponential distribution. Following the procedure of Damianou and Kemp (1990), Kolmogrov-Smirnov type statistics are developed with the maximum likelihood estimator of the scale parameter substituted for the true unknown sc

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