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    On approximation of the distribution for Pearson statistic

    Access Status
    Fulltext not available
    Authors
    Dokuchaev, Nikolai
    Type
    Journal Article
    
    Metadata
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    Citation
    Dokuchaev, N. 2019. On approximation of the distribution for Pearson statistic.
    Faculty
    Faculty of Science and Engineering
    School
    School of Elec Eng, Comp and Math Sci (EECMS)
    URI
    http://hdl.handle.net/20.500.11937/75739
    Collection
    • Curtin Research Publications
    Abstract

    The paper considers the classical Goodness of Fit test. It suggests to use the Gamma distribution for the approximation of the distribution of the Pearson statistics with unknown parameters estimated from raw data. The parameters of these Gamma distribution can be estimated from the first two moments of the statistic after averaging over a distribution of the unknown parameter over its range. This allows to simplify calculation of the quantiles for the Pearson statistic, as is shown in some simulation experiments with medium and small sample sizes.

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