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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Frequentist-Bayes Goodness-of-fit Tests

Wang, Qi 2011 August 1900 (has links)
In this dissertation, the classical problems of testing goodness-of-fit of uniformity and parametric families are reconsidered. A new omnibus test for these problems is proposed and investigated. The new test statistics are a combination of Bayesian and score test ideas. More precisely, singletons that contain only one more parameter than the null describing departures from the null model are introduced. A Laplace approximation to the posterior probability of the null hypothesis is used, leading to test statistics that are weighted sums of exponentiated squared Fourier coefficients. The weights depend on prior probabilities and the Fourier coefficients are estimated based on score tests. Exponentiation of Fourier components leads to tests that can be exceptionally powerful against high frequency alternatives. Comprehensive simulations show that the new tests have good power against high frequency alternatives and perform comparably to some other well-known omnibus tests at low frequency alternatives. Asymptotic distributions of the proposed test are derived under null and alternative hypotheses. An application of the proposed test to an interesting real problem is also presented.

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