Mathematics
8 years ago

New EDF Statistics Revolutionize Goodness-of-Fit Tests for Data Analysis!

Journal of the American Statistical Association
EDF Statistics for Goodness of Fit and Some Comparisons
Michael A. Stephens

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The article explains how to test if a set of data fits a specific distribution using EDF statistics. Five main statistics (D, W 2, V, U 2, A 2) are compared in different scenarios, like when the distribution is known or needs to be estimated. EDF statistics are easy to calculate and require only a few significance points. The tests are powerful and can be used to check if data matches a certain distribution.