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An Empirical Goodness-Of-Fit Test Based On Deviations In Variable Values

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  • Pritibhushan Sinha

    (Indian Institute of Management Kozhikode)

Abstract

In this article, we propose a univariate goodness-of-fit test to verify if a random variable follows a particular distribution. In the test, differences of the ideal and the observed values of the random variable for different distribution function values are considered. A numerical experiment has been done to compare the proposed method with the Kolmogorov-Smirnov Test. The method shows promising results and there is evidence that it may be applicable even with a moderate sample size.

Suggested Citation

  • Pritibhushan Sinha, 2009. "An Empirical Goodness-Of-Fit Test Based On Deviations In Variable Values," Working papers 57, Indian Institute of Management Kozhikode.
    • Handle: RePEc:iik:wpaper:57
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    File URL: https://iimk.ac.in/websiteadmin/FacultyPublications/Working%20Papers/57fullp.pdf?t=42
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