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Smooth Tests of Goodness of Fit

2012-10-30 分类：数学、统计

Smooth Tests of Goodness of Fit (Oxford Statistical Science Series)
J. C. W. Rayner(Author),D. J. Best(Author) Editorial Reviews Review "An excellent job of showing how smooth tests (a class of goodness of fit tests) are generally and easily applicable in assessing the validity of models involving statistical distributions..Highly recommended for undergraduate and graduate libraries." --Choice
"The book can be read by scientists having only an introductory knowledge of statistics. It contains a fairly extensive list of references; researchers will find it helpful for the further development of smooth tests."--Mathematical Reviews
"Very rich in examples . . . Should find its way to the desks of many statisticians." --Technometrics From the Back Cover In this fully revised and expanded edition ofSmooth Tests of Goodness of Fit, the latest powerful techniques for assessing statistical and probabilistic models using this proven class of procedures are presented in a practical and easily accessible manner. Emphasis is placed on mode developments such as data-driven tests, diagnostic properties, and model selection techniques. Applicable to most statistical distributions, the methodology described in this book is optimal for deriving tests of fit for new distributions and complex probabilistic models, and is a standard against which new procedures should be compared.
New features of the second edition include:

Expansion of the methodology to cover virtually any statistical distribution, including exponential families

Discussion and application of data-driven smooth tests

Techniques for the selection of the best model for the data, with a guide to acceptable alteatives

Numerous new, revised, and expanded examples, generated using R code
Smooth Tests of Goodness of Fitis an invaluable resource for all methodological researchers as well as graduate students undertaking goodness-of-fit, statistical, and probabilistic model assessment courses. Practitioners wishing to make an informed choice of goodness-of-fit test will also find this book an indispensible guide.--This text refers to an alteateHardcoveredition.

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