Quadratic Forms in Order Statistics Used as Goodness-Of-Fit Criteria
用作拟合优度准则的次序统计量二次型
Consider a sample vector, z, whosen elements z(i)are the probability transforms z(i) θ P{x(i)} of the order statistics x(i) of a random sample of size n drawn from a cumulative distribution function P(x). Most nonparametric goodness-of-fit criteria concerned with testing whether the specified P(x) is the true one are computed from z. The criterion considered here is the x2-type criterion S2 θ (z – μ)′V–1(z – μ), where μ θ E(z) and V θ E{(z –;μ)(z – μ)′}. The extract…