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Smooth Tests of Goodness of Fit

Using R

D. J. Best, J. C. W. Rayner, O. Thas, et al.

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John Wiley & Sons img Link Publisher

Naturwissenschaften, Medizin, Informatik, Technik / Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik

Beschreibung

In this fully revised and expanded edition of Smooth Tests ofGoodness of Fit, the latest powerful techniques for assessingstatistical and probabilistic models using this proven class ofprocedures are presented in a practical and easily accessiblemanner. Emphasis is placed on modern developments such asdata-driven tests, diagnostic properties, and model selectiontechniques. Applicable to most statistical distributions, themethodology described in this book is optimal for deriving tests offit for new distributions and complex probabilistic models, and isa standard against which new procedures should be compared. New features of the second edition include: * Expansion of the methodology to cover virtually any statisticaldistribution, including exponential families * Discussion and application of data-driven smooth tests * Techniques for the selection of the best model for the data,with a guide to acceptable alternatives * Numerous new, revised, and expanded examples, generated using Rcode Smooth Tests of Goodness of Fit is an invaluable resourcefor all methodological researchers as well as graduate studentsundertaking goodness-of-fit, statistical, and probabilistic modelassessment courses. Practitioners wishing to make an informedchoice of goodness-of-fit test will also find this book anindispensible guide. Reviews of the first edition: "This book gives a very readable account of the smooth testsof goodness of fit. The book can be read by scientists having onlyan introductory knowledge of statistics. It contains a fairlyextensive list of references; research will find it helpful for thefurther development of smooth tests." --T.K. Chandra,Zentralblatt für Mathematik und ihre Grenzgebiete, Band 73,1/92' "An excellent job of showing how smooth tests (a class ofgoodness of fit tests) are generally and easily applicable inassessing the validity of models involving statisticaldistributions....Highly recommended for undergraduate and graduatelibraries." --Choice "The book can be read by scientists having only anintroductory knowledge of statistics. It contains a fairlyextensive list of references; researchers will find it helpful forthe further development of smooth tests."--MathematicalReviews "Very rich in examples . . . Should find its way to the desksof many statisticians." --Technometrics

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Schlagwörter

Statistics, Applied Probability & Statistics - Models, Statistik, Angew. Wahrscheinlichkeitsrechn. u. Statistik / Modelle