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Computation of optimal plotting points based on Pitman closeness with an application to goodness-of-fit for location-scale families


Author Info

  • Balakrishnan, N.
  • Davies, K.F.
  • Keating, J.P.
  • Mason, R.L.
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    Plotting 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 Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 56 (2012)
    Issue (Month): 9 ()
    Pages: 2637-2649

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    Handle: RePEc:eee:csdana:v:56:y:2012:i:9:p:2637-2649

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    Keywords: Order statistics; Plotting points; Robustness; Simultaneous closeness; Goodness-of-fit; Mean-ranks; Median-ranks; Pitman closeness criterion;


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