Characterizations and Goodness of Fit Tests
本文系统讨论了复合拟合优度检验问题，即检验随机样本的分布是否来自某个参数族，重点研究了不变特征刻画方法，并通过指数分布案例展示了其优于非不变方法，同时提供了功效比较。
Summary In this article a systematic approach to providing goodness of fit tests is discussed, for the composite goodness of fit problem of testing that the distribution F of a random sample comes from a parametric family F o. Characterization procedures are emphasized, and it is shown that, at least for the exponential case, invariant characterizations appear to be better than those which are not invariant. A general technique is developed for producing invariant characterizations and for the exponential case it is shown how these are related to characterizations already in the literature. Power studies are given to examine the tests based on both invariant and non-invariant characterizations.