Arbeitspapier
On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic
We derive the exact finite sample distribution of the L1-version ofthe Fisz-Cramér-von Mises test statistic (L1-FCvM). We first characterizethe set of all distinct sample p-p plots for two balanced sampleof size n absent ties. Next, we order this set according to the correspondingvalue of L1-FCvM. Finally, we link these values to theprobabilities that the underlying p-p plots emerge. Comparing the finitesample distribution with the (known) limiting distribution showsthat the latter can always be used for hypothesis testing: although forfinite samples the critical percentiles of the limiting distribution differfrom the exact values, this will not lead to differences in the rejectionof the underlying hypothesis.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 11-083/1
- Klassifikation
-
Wirtschaft
Hypothesis Testing: General
Semiparametric and Nonparametric Methods: General
Specific Distributions; Specific Statistics
- Thema
-
Sample p-p plot
EDF test
finite sample distribution
limiting distribution
Statistische Verteilung
Statistischer Test
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Hinloopen, Jeroen
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
2011
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Hinloopen, Jeroen
- Tinbergen Institute
Entstanden
- 2011
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