Person:
Morales González, Domingo

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First Name
Domingo
Last Name
Morales González
URI
https://hdl.handle.net/20.500.14352/83591
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Ciencias Matemáticas
Department
Area
Estadística e Investigación Operativa
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    Rukhin's uniformity test based on sample quantiles
    (Journal of Statistical Computation and Simulation, 2005) Marhuenda García, Yolanda; Morales González, Domingo; Pardo Llorente, Julio Ángel; Pardo Llorente, María del Carmen
    The problem of testing if a given probability distribution fits to a set of independent and identically distributed observations is usually treated by categorizing the data range. Discretization can be done by means of relative frequencies or by using sample quantiles. In this article, quantile-based test statistics are proposed to test the hypothesis of uniformity in the interval (0, 1). Exact critical values of the family of Rukhin's statistics are estimated. A Monte Carlo simulation experiment is carried out to calculate powers of these tests in different alternatives. Results obtained from each kind of categorization are compared to give several recommendations about the use of Rukhin's statistics and type of categorization.