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Power maps in goodness-of-fit testing

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Abstract

For classical goodness-of-fit tests as well as for their modified versions in case of Type-II right censored data, results of a simulation study are presented, where the powers of the tests under consideration against beta alternatives are illustrated in informative, user-oriented plots that offer the possibility to directly choose the best test statistic in a concrete situation, when some prior belief about the alternative is available. The behavior of powers of respective statistical tests as functions of beta parameters is examined and discussed.

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Acknowledgments

The authors are grateful to Christian Baart for implementing the Java applet described in Sect. 2, and to the reviewers for their helpful comments.

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Authors and Affiliations

  1. Institute of Statistics, RWTH Aachen University, 52056 , Aachen, Germany

    T. Fischer & U. Kamps

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  1. T. Fischer
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  2. U. Kamps
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Correspondence to T. Fischer.

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Fischer, T., Kamps, U. Power maps in goodness-of-fit testing. Comput Stat 28, 1365–1382 (2013). https://doi.org/10.1007/s00180-012-0361-x

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