Computation of optimal plotting points based on Pitman closeness with an application to goodness-of-fit for location-scale families
AbstractPlotting points of order statistics are often used in the determination of goodness-of-fit of observed data to theoretical percentiles. Plotting points are usually determined by using nonparametric methods which produce, for example, the mean- and median-ranks. Here, we use a distribution-based approach which selects plotting points (quantiles) based on the simultaneous-closeness of order statistics to population quantiles. We show that the plotting points so determined are robust over a multitude of symmetric distributions and then demonstrate their usefulness by examining the power properties of a correlation goodness-of-fit test for normality.
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 56 (2012)
Issue (Month): 9 ()
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Web page: http://www.elsevier.com/locate/csda
Order statistics; Plotting points; Robustness; Simultaneous closeness; Goodness-of-fit; Mean-ranks; Median-ranks; Pitman closeness criterion;
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