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Modified Kolmogorov-Smirnov test of goodness of fit
dc.contributor.author | Monti, Gianna S. |
dc.contributor.author | Mateu Figueras, Gloria |
dc.contributor.author | Ortego Martínez, María Isabel |
dc.contributor.author | Pawlowsky Glahn, Vera |
dc.contributor.author | Egozcue Rubí, Juan José |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament d'Enginyeria Civil i Ambiental |
dc.date.accessioned | 2017-06-14T14:06:43Z |
dc.date.available | 2017-06-14T14:06:43Z |
dc.date.issued | 2017 |
dc.identifier.citation | Monti, G. S., Mateu, G., Ortego, M.I., Pawlowsky, V., Egozcue, J. J. Modified Kolmogorov-Smirnov test of goodness of fit. A: International Workshop on Compositional Data Analysis. "The 7th International Workshop on Compositional Data Analysis Proceedings book". Abbadia San Salvatore: 2017, p. 152-158. |
dc.identifier.isbn | 978-84-947240-0-8 |
dc.identifier.uri | http://hdl.handle.net/2117/105422 |
dc.description.abstract | A modified version of the Kolmogorov-Smirnov (KS) test is presented as a tool to assess whether a specified, although arbitrary, probability model is unsuitable to describe the underlying distribution of a set of observations. The KS test computes distances between points of the sample cumulative distribution function and the hypothetical one as absolute differences between them, and then considering the supreme distance as test statistics. The modification here proposed consists of computing the mentioned distances as Aitchison distances of the probabilities as two part compositions. In this contribution, we investigate by simulation the asymptotic distribution of the proposed test statistic, checking the appropriateness of the Gumbel distribution. The properties of the asymptotic distribution are studied for samples coming from generic distributions such as uniform, normal, lognormal, gamma, beta and exponential with different values of the parameters. A brief Monte Carlo investigation is made of the type I error and power of the test. |
dc.format.extent | 7 p. |
dc.language.iso | eng |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
dc.subject.lcsh | Distribution (Probability theory) |
dc.title | Modified Kolmogorov-Smirnov test of goodness of fit |
dc.type | Conference report |
dc.subject.lemac | Distribució (Teoria de la probabilitat) |
dc.contributor.group | Universitat Politècnica de Catalunya. COSDA-UPC - COmpositional and Spatial Data Analysis |
dc.rights.access | Open Access |
local.identifier.drac | 21092180 |
dc.description.version | Postprint (published version) |
local.citation.author | Monti, G. S.; Mateu, G.; Ortego, M.I.; Pawlowsky, V.; Egozcue, J. J. |
local.citation.contributor | International Workshop on Compositional Data Analysis |
local.citation.pubplace | Abbadia San Salvatore |
local.citation.publicationName | The 7th International Workshop on Compositional Data Analysis Proceedings book |
local.citation.startingPage | 152 |
local.citation.endingPage | 158 |