A Test of Fit for Bivariate Distributions

Tests of fit based on generalized minimum χ2 techniques are developed for bivariate distributions. The asymptotic null distribution of the test statistic is χ2 while the asymptotic non-null distribution turns out to be that of a weighted sum of independent non-central χ2 variates. The special case o...

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Veröffentlicht in:	Journal of the Royal Statistical Society. Series B, Methodological Methodological, 1973-07, Vol.35 (3), p.452-465
Hauptverfasser:	Dahiya, Ram C., Gurland, John
Format:	Artikel
Sprache:	eng
Schlagworte:	bivariate distributions bivariate gamma bivariate normal bivariate t Covariance matrices Gaussian distributions Logistics Mathematical independent variables Mathematical moments minimum chi‐square Random sampling Random variables Sample size Sampling distributions T distribution test of fit
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Beschreibung
Zusammenfassung:	Tests of fit based on generalized minimum χ2 techniques are developed for bivariate distributions. The asymptotic null distribution of the test statistic is χ2 while the asymptotic non-null distribution turns out to be that of a weighted sum of independent non-central χ2 variates. The special case of testing the fit of a bivariate normal distribution is investigated in detail and the power is obtained for several alternative families of bivariate distributions.
ISSN:	0035-9246 1369-7412 2517-6161 1467-9868
DOI:	10.1111/j.2517-6161.1973.tb00973.x