Ir al contenido

Documat


Graphical Tools to Assess Goodness-of-Fit in Non-Location-Scale Distributions

  • CLAUDIA CASTRO-KURISS [3] ; VÍCTOR LEIVA [1] ; EMILIA ATHAYDE [2]
    1. [1] Universidad Adolfo Ibáñez

      Universidad Adolfo Ibáñez

      Santiago, Chile

    2. [2] Universidade do Minho

      Universidade do Minho

      Braga (São José de São Lázaro), Portugal

    3. [3] Instituto Tecnológico de Buenos Aires Departamento de Matemática
  • Localización: Revista Colombiana de Estadística, ISSN-e 2389-8976, ISSN 0120-1751, Vol. 37, Nº. 2, 2014, págs. 341-365
  • Idioma: inglés
  • DOI: 10.15446/rce.v37n2spe.47941
  • Títulos paralelos:
    • Herramientas gráficas para evaluar bondad de ajuste en distribuciones de no-localización-escala
  • Enlaces
  • Resumen
    • español

      Las técnicas de bondad de ajuste se usan para establecer si una distribución es apropiada o no para describir un conjunto de datos. Estas técnicas han sido estudiadas para distribuciones pertenecientes a la familia de locación y escala. Sin embargo, podríamos también estar interesados en establecer si una distribución que no pertenece a esta familia brinda un buen ajuste a los datos. Revisamos los tests de bondad de ajuste disponibles y proponemos herramientas gráficas basadas en estos tests para datos completos y censurados desde distribuciones de no locación y escala. Consideramos los estadísticos de Anderson-Darling, Cramér-von Mises, Kolmogorov-Smirnov, Kuiper, Michael y Watson. Aplicamos los resultados propuestos a conjuntos de datos reales para ilustrar su potencial, particularmente en algunas distribuciones Birnbaum-Saunders.

    • English

      Goodness-of-fit (GOF) techniques are used for assessment whether a distribution is suitable to describe a data set or not. These techniques have been studied for distributions belonging to the location-scale family. However, one could be interested in making this assessment for distributions that do not belong to this family. We review the available GOF tests and propose graphical tools based on these tests for censored and uncensored data from non-location-scale distributions. Anderson-Darling, Cram\er-von Mises, Kolmogorov-Smirnov, Kuiper, Michael and Watson GOF statistics are considered. We apply the proposed results to real-world data sets to illustrate their potential, with emphasis on some Birnbaum-Saunders distributions.

  • Referencias bibliográficas
    • Ahmed, S.,Castro-Kuriss, C.,Leiva, V.,Flores, E.,Sanhueza, A.. (2010). 'Truncated version of the Birnbaum-Saunders distribution with an...
    • Athayde, E.,Azevedo, C.,Leiva, V.,Sanhueza, A.. (2012). 'About Birnbaum-Saunders distributions based on the Johnson system'. Communications...
    • Azevedo, C.,Leiva, V.,Athayde, E.,Balakrishnan, N.. (2012). 'Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and...
    • Balakrishnan, N.,Gupta, R.,Kundu, D.,Leiva, V.,Sanhueza, A.. (2011). 'On some mixture models based on the Birnbaum-Saunders distribution...
    • Balakrishnan, N.,Leiva, V.,Sanhueza, A.,Cabrera, E.. (2009). 'Mixture inverse Gaussian distribution and its transformations, moments and...
    • Balakrishnan, N.,Leiva, V.,Sanhueza, A.,Vilca, F.. (2009). 'Estimation in the Birnbaum-Saunders distribution based on scale-mixture of...
    • Balakrishnan, N.,Ng, H.,Kannan, N.. (2004). 'Goodness-of-fit tests based on spacings for progressively type-II censored data from a general...
    • Barr, D.,Davidson, T.. (1973). 'A Kolmogorov-Smirnov test for censored samples'. Technometrics. 15. 739-757
    • Barros, M.,Leiva, V.,Ospina, R.,Tsuyuguchi, A.. (2014). 'Goodness-of-fit tests for the Birnbaum-Saunders distribution with censored reliability...
    • Barros, M.,Paula, G.,Leiva, V.. (2009). 'An R implementation for generalized Birnbaum-Saunders distributions'. Computational Statistics...
    • Birnbaum, Z.,Saunders, S.. (1969). 'Estimation for a family of life distributions with applications to fatigue'. Journal of Applied...
    • Castillo, J.,Puig, P.. (1997). 'Testing departures from Gamma, Rayleigh, and truncated normal distributions'. Annals of the Institute...
    • Castro-Kuriss, C.. (2011). 'On a goodness-of-fit test for censored data from a location-scale distribution with application'. Chilean...
    • Castro-Kuriss, C.,Kelmansky, D.,Leiva, V.,Martinez, E.. (2009). 'A new goodness-of-fit test for censored data with an application in monitoring...
    • Castro-Kuriss, C.,Kelmansky, D.,Leiva, V.,Martinez, E.. (2010). 'On a goodness-of-fit test for normality with unknown parameters and type-II...
    • Chen, G.,Balakrishnan, N.. (1995). 'A general purpose approximate goodness-of-fit test'. Journal of Quality Technology. 27. 154-161
    • Choulakian, V.,Stephens, M.. (2001). 'Goodness-of-fit tests for the generalized Pareto distribution'. Technometrics. 43. 478-484
    • Cohen, C.. (1991). Truncated and Censored Samples. Marcel Dekker.
    • D'Agostino, C.,Stephens, M.. (1986). Goodness of Fit Techniques. Marcel Dekker.
    • DePriest, D.. (1983). 'Using the singly truncated normal distribution to analyse satellite data'. Communications in Statistics, Theory...
    • Dufour, R.,Maag, U.. (1978). 'Distribution results for modified Kolmogorov-Smirnov statistics for truncated or censored samples'....
    • Ferreira, M.,Gomes, M.,Leiva, V.. (2012). 'On an extreme value version of the Birnbaum-Saunders distribution'. REVSTAT - Statistical...
    • Fierro, R.,Leiva, V.,Ruggeri, F.,Sanhueza, A.. (2013). 'On a Birnbaum-Saunders distribution arising from a non-homogeneous Poisson process'....
    • Fischer, T.,Kamps, U.. (2011). 'On the existence of transformations preserving the structure of order statistics in lower dimensions'....
    • Hubert, M.,Vanderveeken, S.. (2008). 'Outlier detection for skewed data'. Journal of Chemometrics. 22. 235-246
    • Hubert, M.,Vandervieren, E.. (2008). 'An adjusted boxplot for skewed distributions'. Computational Statistics and Data Analysis. 52....
    • Hui, W.,Gel, Y.,Gastwirth, J.. (2008). 'Lawstat: An r package for law, public policy and biostatistics'. Journal Statistical Software....
    • Johnson, N.,Kotz, S.,Balakrishnan, N.. (1994). Continuous Univariate Distributions. Wiley.
    • Kotz, S.,Leiva, V.,Sanhueza, A.. (2010). 'Two new mixture models related to the inverse Gaussian distribution'. Methodology and Computing...
    • Lawless, J.. (2003). Statistical Models and Methods for Lifetime Data. Wiley.
    • Leiva, V.,Athayde, E.,Azevedo, C.,Marchant, C.. (2011). 'Modeling wind energy flux by a Birnbaum-Saunders distribution with unknown shift...
    • Leiva, V.,Marchant, C.,Saulo, H.,Aslam, M.,Rojas, F.. (2014). 'Capability indices for Birnbaum-Saunders processes applied to electronic...
    • Leiva, V.,Ponce, M.,Marchant, C.,Bustos, O.. (2012). 'Fatigue statistical distributions useful for modeling diameter and mortality of...
    • Leiva, V.,Rojas, E.,Galea, M.,Sanhueza, A.. (2014). 'Diagnostics in Birnbaum-Saunders accelerated life models with an application to fatigue...
    • Leiva, V.,Sanhueza, A.,Kotz, S.,Araneda, N.. (2010). 'A unified mixture model based on the inverse Gaussian distribution'. Pakistan...
    • Leiva, V.,Santos-Neto, M.,Cysneiros, F.,Barros, M.. (2014). 'Birnbaum-Saunders statistical modelling: A new approach'. Statistical...
    • Leiva, V.,Saulo, H.,Leao, J.,Marchant, C.. (2014). 'A family of autoregressive conditional duration models applied to financial data'....
    • Leiva, V.,Soto, G.,Cabrera, E.,Cabrera, G.. (2011). 'New control charts based on the Birnbaum-Saunders distribution and their implementation'....
    • Lin, C.-T.,Huang, Y.-L.,Balakrishnan, N.. (2008). 'A new method for goodness-of-fit testing based on type-II right censored samples'....
    • Malmquist, S.. (1950). 'On a property of order statistics from a rectangular distribution'. Scandinavian Actuarial Journal. 33. 214-222
    • Marden, J.. (2004). 'Positions and QQ-plots'. Statistical Sciences. 19. 606-614
    • Marshall, A.,Olkin, I.. (2007). Life Distributions. Springer.
    • Michael, J.. (1983). 'The stabilized probability plot'. Biometrika. 70. 11-17
    • Michael, J.,Schucany, W.. (1979). 'A new approach to testing goodness of fit for censored samples'. Technometrics. 21. 435-441
    • O'Reilly, F.,Stephens, M.. (1988). 'Transforming censored samples for testing fit'. Technometrics. 30. 79-86
    • Pakyari, R.,Balakrishnan, N.. (2012). 'A general purpose approximate goodness-of-fit test for progressively type-II censored data'....
    • Paula, G.,Leiva, V.,Barros, M.,Liu, S.. (2012). 'Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance'....
    • Rad, A.,Yousefzadeh, F.,Balakrishnan, N.. (2011). 'Goodness-of-fit test based on Kullback-Leibler information for progressively type-II...
    • Rojas, F.,Leiva, V.,Wanke, P.,Marchant, C.. (2015). 'Optimization of contribution margins in food services by modeling independent component...
    • Sanhueza, A.,Leiva, V.,Lopez-Kleine, L.. (2011). 'On the student-t mixture inverse Gaussian model with an application to protein production'....
    • Stehlík, M.,Strelec, L.,Thulin, M.. (2014). 'On robust testing for normality in chemometrics'. Chemometrics and Intelligent Laboratory...
    • Vilca, F.,Sanhueza, A.,Leiva, V.,Christakos, G.. (2010). 'An extended Birnbaum-Saunders model and its application in the study of environmental...
Los metadatos del artículo han sido obtenidos de SciELO Colombia

Fundación Dialnet

Mi Documat

Opciones de artículo

Opciones de compartir

Opciones de entorno