On distances and goodness-of-fit tests for detecting multimodal distributions

Research output: Contribution to journalArticlepeer-review

Abstract

Various distances between distributions and between densities are considered. The corresponding goodness-of-fit tests derived from them are examined for their abilities to detect multimodal alternatives. It is found that many well known techniques fail to detect such alternatives, while others do better in terms of their power results. These are mainly the tests derived from the variational metric which are based on spacings and gaps.

Original languageEnglish
Pages (from-to)421-439
Number of pages19
JournalMetrika
Volume42
Issue number1
DOIs
StatePublished - Dec 1995

Keywords

  • EDF
  • Goodness-of-fit
  • Multimodal Distributions
  • Spacings
  • Variational Metric

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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