Computation of optimal plotting points based on Pitman closeness with an application to goodness-of-fit for location-scale families

  • Authors:
  • N. Balakrishnan;K. F. Davies;J. P. Keating;R. L. Mason

  • Affiliations:
  • McMaster University, Hamilton, Ontario, Canada L8S 4K1;University of Manitoba, Winnipeg, Manitoba, Canada R3T 2N2;The University of Texas at San Antonio, San Antonio, TX 78249-0704, United States;Southwest Research Institute, San Antonio, TX 78228-0510, United States

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2012

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Abstract

Plotting points of order statistics are often used in the determination of goodness-of-fit of observed data to theoretical percentiles. Plotting points are usually determined by using nonparametric methods which produce, for example, the mean- and median-ranks. Here, we use a distribution-based approach which selects plotting points (quantiles) based on the simultaneous-closeness of order statistics to population quantiles. We show that the plotting points so determined are robust over a multitude of symmetric distributions and then demonstrate their usefulness by examining the power properties of a correlation goodness-of-fit test for normality.