Nonparametric Goodness-of-Fit Tests for Discrete Null Distributions

Abstract:

Methodology extending nonparametric goodness-of-fit tests to discrete null distributions has existed for several decades. However, modern statistical software has generally failed to provide this methodology to users. We offer a revision of R’s ks.test() function and a new cvm.test() function that fill this need in the R language for two of the most popular nonparametric goodness-of-fit tests. This paper describes these contributions and provides examples of their usage. Particular attention is given to various numerical issues that arise in their implementation.

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Authors

Affiliations

Taylor B. Arnold

 

John W. Emerson

 

Published

Nov. 30, 2011

DOI

10.32614/RJ-2011-016

Volume

Pages

3/2

34 - 39

CRAN packages used

dgof, nortest, ADGofTest, CvM2SL1Test, CvM2SL2Test, cramer

CRAN Task Views implied by cited packages

Multivariate

Footnotes

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    Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".

    Citation

    For attribution, please cite this work as

    Arnold & Emerson, "The R Journal: Nonparametric Goodness-of-Fit Tests for Discrete Null Distributions", The R Journal, 2011

    BibTeX citation

    @article{RJ-2011-016,
      author = {Arnold, Taylor B. and Emerson, John W.},
      title = {The R Journal: Nonparametric Goodness-of-Fit Tests for Discrete Null Distributions},
      journal = {The R Journal},
      year = {2011},
      note = {https://doi.org/10.32614/RJ-2011-016},
      doi = {10.32614/RJ-2011-016},
      volume = {3},
      issue = {2},
      issn = {2073-4859},
      pages = {34-39}
    }