The Influence Curve and Goodness of Fit
将Hampel引入的影响曲线应用于拟合优度统计量,定义功效曲线,并展示其比值等于Pitman意义下的渐近相对效率,图形化反映统计量对假设分布微小扰动的敏感性。
Abstract The influence curve introduced by Hampel (1968) is applied to goodness-of-fit statistics. The efficacy curve is then defined to be the square of the influence curve weighted by a constant that arises in the context of approximate Bahadur efficiency. For a number of goodness-of-fit statistics, the ratios of these curves are shown to be equal to asymptotic relative efficiencies in the Pitman sense when testing for point contamination. These efficacy curves graphically portray the sensitivities of certain goodness-of-fit statistics to minor perturbations in the assumed distribution.