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arXiv · 1009.2260

Computing the confidence levels for a root-mean-square test of goodness-of-fit, II

William Perkins·Mark Tygert·Rachel Ward
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Abstract

This paper extends our earlier article, "Computing the confidence levels for a root-mean-square test of goodness-of-fit;" unlike in the earlier article, the models in the present paper involve parameter estimation -- both the null and alternative hypotheses in the associated tests are composite. We provide efficient black-box algorithms for calculating the asymptotic confidence levels of a variant on the classic chi-squared test. In some circumstances, it is also feasible to compute the exact confidence levels via Monte Carlo simulation.

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William Perkins, Mark Tygert, Rachel Ward. 2011-12-22. Computing the confidence levels for a root-mean-square test of goodness-of-fit, II. https://arxiv.org/abs/1009.2260

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