Neyman-Type Smooth Tests for Location-Scale Families
改进了内曼平滑检验,使其能处理复合备择假设并允许选择正交函数,从而提升对特定备择的检测能力;以指数性检验为例展示了良好性能。
The smooth tests of Neyman (1937) are modified to permit composite alternatives and a choice of orthonormal functions in their construction. These orthonormal functions may be chosen to improve detection of particular alternatives. The tests are easy to apply and have useful orthogonal components. A test for exponentiality is examined, and shown to perform well against its competitors.