• Media type: E-Book; Report
  • Title: On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic
  • Contributor: Hinloopen, Jeroen [Author]
  • Published: Amsterdam and Rotterdam: Tinbergen Institute, 2011
  • Language: English
  • Keywords: Sample p-p plot ; C14 ; C46 ; Theorie ; Statistischer Test ; C12 ; finite sample distribution ; EDF test ; limiting distribution ; Statistische Verteilung
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  • Description: We derive the exact finite sample distribution of the L1-version ofthe Fisz-Cramér-von Mises test statistic (L1-FCvM). We first characterizethe set of all distinct sample p-p plots for two balanced sampleof size n absent ties. Next, we order this set according to the correspondingvalue of L1-FCvM. Finally, we link these values to theprobabilities that the underlying p-p plots emerge. Comparing the finitesample distribution with the (known) limiting distribution showsthat the latter can always be used for hypothesis testing: although forfinite samples the critical percentiles of the limiting distribution differfrom the exact values, this will not lead to differences in the rejectionof the underlying hypothesis.
  • Access State: Open Access