Comparison of different goodness-of-fit tests

Details Comparison of different goodness-of-fit tests Comparison of different goodness-of-fit tests

2002-07-31

arxiv.org/abs/math/0207300v1

Mathematics

Probability

14 pages

Scientific paper

Various distribution free goodness-of-fit test procedures have been extracted from literature. We present two new binning free tests, the univariate three-region-test and the multivariate energy test. The power of the selected tests with respect to different slowly varying distortions of experimental distributions are investigated. None of the tests is optimum for all distortions. The energy test has high power in many applications and is superior to the chi^2 test.

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