A Note on Smooth Tests of Goodness of Fit for Location-Scale Families
指出Rayner & Best (1986)提出的位置尺度族光滑检验统计量并不服从卡方分布,使用该检验可能导致严重错误,并计算了逻辑分布下的误差大小。
In this note, we show that the test statistic given by Rayner & Best (1986) for Neyman's (1937) smooth test of goodness of fit for location-scale families does not, in general, have the alleged chi-squared distribution. As a result, gross error may result from using their test strategy. The size of this error is obtained for the logistic distribution.