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Bazı Normallik Testlerinin 1.Tip Hataları ve Güçleri Bakımından Kıyaslanması

Year 2012, Volume: 16 Issue: 1, - 3, 14.07.2014

Nurcan Yıldırım Fikri Gökpınar

Abstract

İstatistiksel bir modelin uyum iyiliği gözlenen bir veri setinin istatistiksel modele uyumluluğunu test eder. Bu çalışmada,
uyum iyiliği testlerinden Kolmogorov- Smirnov, Anderson-Darling, Jarque Bera testleri ve Zhang(2002) Esteban ve diğ.(2007)
tarafından verilen testler tanıtılmıştır. Ayrıca bu testlerin testin gücü bakımından hangi durumlarda birbirlerine göre daha iyi
oldukları belirlenmiştir. Bu testler (-ï‚¥,ï‚¥) ve (0, ï‚¥) aralığında çeşitli simetrik ve simetrik olmayan dağılımlar altında kıyaslanmıştır.

Keywords

Kolmogorov- Smirnov testi Anderson-Darling testi Zhang testleri Jarque Bera testi Esteban ve diğerleri testleri

References

  • Anderson Jr.,T.W. ve Darling,D.A, 1952. Asymptotic theory of certain ‘goodness-of-fit’ criteria based on stochastic processes, Annals of Mathematical Statistics 23, 193-212.
  • Jarque C.M. and Bera A.K., 1987. A test normality of observations and regression residuals, Int. Stat. Rev. 163–172.
  • Cramer, H., 1928. On the composition of elementary errors, Skand. Aktuar.11, 141-180.
  • Damico J., 2004. A new one- Sample Test for Goodnessof Fit , Communications In Statistics Theory And Methods vol, 33,181-193.
  • Esteban, M.D., Marhuenda, Y.,Morales, D. And Sanchez, A., 2007. Goodness-of Fit Tests. New Goodnessof Fit Tests Based on Sample Quantiles, Communications in Statistics-Simulation and Computation, 36, 631-642.
  • Jiménez-Gamero, M. D., Alba-Fernández, V., MuñozGarcía, J., Chalco-Cano, Y. ,2009. Goodness of fit tests based on empirical characteristic functions. Computational Statistics and Data Analysis 53: 3957–3971.
  • Kolmogorov, A.N., 1933. Sulla determinazione empirica di une legge di distribuzione. G.Ist.Attuari.83-91.
  • Kuiper,N.H., 1962. Teste concerning random points on a circle. Proceedings of the Koninklijke Nederlandse Akademie van Wetenschappen, 63 38-47.
  • Lilliefors, H.W., 1967. On the Kolmogorov-Smirnov test for normality with mean and variance unknown., Journal of the American Statistical Association, 62, 399-402.
  • Manly B.F.J., 2006. Randomization, Bootstrap and Monte Carlo Methods in Biology, Third Edition, Chapman & Hall.
  • Mendes, M. and Pala A.,2003. Type I error rate and power of three normality tests. Pak. J. Inform. Technol., 2: 135-139.
  • Noughabi H.A. and Naser Reza Arghami, 2011. Monte Carlo comparison of seven normality tests, Journal of Statistical Computation and Simulation, 81:8, 965-972
  • Pearson, K., 1900. On the criterion that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be reasonably supposed to have arisen from random sampling, Philosophical Magazine Series 5, 157-175.
  • Smirnov, N. V., 1939. On the estimation of the discrepancy between empirical curves of distribution for two independent samples, (Russian) Bulletin of Moscow University, 2, 3-16.
  • Yap B. W. and Sim C. H., 2011. Comparisons of various types of normality tests, Journal of Statistical Computation and Simulation, 81:12, 2141-2155
  • Yazıcı, B. and Yolacan, S., 2007. “A comparison of various tests of normality” Journal of Statistical Computation and Simulation, 77: 175-183.
  • Zamanzade E. and Arghami N.R., 2011. Testing normality based on new entropy estimators, Journal of Statistical Computation and Simulation,DOI: 0.1080/00949655.2011.592984
  • Zhang, J, 2002. Powerful goodness-of-fit tests based on the likelihood ratio, Journal of Royal Statistiscs Society Series B, 64, 281-294

Year 2012, Volume: 16 Issue: 1, - 3, 14.07.2014

Nurcan Yıldırım Fikri Gökpınar

Abstract

References

  • Anderson Jr.,T.W. ve Darling,D.A, 1952. Asymptotic theory of certain ‘goodness-of-fit’ criteria based on stochastic processes, Annals of Mathematical Statistics 23, 193-212.
  • Jarque C.M. and Bera A.K., 1987. A test normality of observations and regression residuals, Int. Stat. Rev. 163–172.
  • Cramer, H., 1928. On the composition of elementary errors, Skand. Aktuar.11, 141-180.
  • Damico J., 2004. A new one- Sample Test for Goodnessof Fit , Communications In Statistics Theory And Methods vol, 33,181-193.
  • Esteban, M.D., Marhuenda, Y.,Morales, D. And Sanchez, A., 2007. Goodness-of Fit Tests. New Goodnessof Fit Tests Based on Sample Quantiles, Communications in Statistics-Simulation and Computation, 36, 631-642.
  • Jiménez-Gamero, M. D., Alba-Fernández, V., MuñozGarcía, J., Chalco-Cano, Y. ,2009. Goodness of fit tests based on empirical characteristic functions. Computational Statistics and Data Analysis 53: 3957–3971.
  • Kolmogorov, A.N., 1933. Sulla determinazione empirica di une legge di distribuzione. G.Ist.Attuari.83-91.
  • Kuiper,N.H., 1962. Teste concerning random points on a circle. Proceedings of the Koninklijke Nederlandse Akademie van Wetenschappen, 63 38-47.
  • Lilliefors, H.W., 1967. On the Kolmogorov-Smirnov test for normality with mean and variance unknown., Journal of the American Statistical Association, 62, 399-402.
  • Manly B.F.J., 2006. Randomization, Bootstrap and Monte Carlo Methods in Biology, Third Edition, Chapman & Hall.
  • Mendes, M. and Pala A.,2003. Type I error rate and power of three normality tests. Pak. J. Inform. Technol., 2: 135-139.
  • Noughabi H.A. and Naser Reza Arghami, 2011. Monte Carlo comparison of seven normality tests, Journal of Statistical Computation and Simulation, 81:8, 965-972
  • Pearson, K., 1900. On the criterion that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be reasonably supposed to have arisen from random sampling, Philosophical Magazine Series 5, 157-175.
  • Smirnov, N. V., 1939. On the estimation of the discrepancy between empirical curves of distribution for two independent samples, (Russian) Bulletin of Moscow University, 2, 3-16.
  • Yap B. W. and Sim C. H., 2011. Comparisons of various types of normality tests, Journal of Statistical Computation and Simulation, 81:12, 2141-2155
  • Yazıcı, B. and Yolacan, S., 2007. “A comparison of various tests of normality” Journal of Statistical Computation and Simulation, 77: 175-183.
  • Zamanzade E. and Arghami N.R., 2011. Testing normality based on new entropy estimators, Journal of Statistical Computation and Simulation,DOI: 0.1080/00949655.2011.592984
  • Zhang, J, 2002. Powerful goodness-of-fit tests based on the likelihood ratio, Journal of Royal Statistiscs Society Series B, 64, 281-294
There are 18 citations in total.

Details

Primary Language English
Journal Section MÜHENDİSLİK ve MİMARLIK BİLİMLERİ
Authors

Nurcan Yıldırım This is me

Fikri Gökpınar This is me

Publication Date July 14, 2014
Published in Issue Year 2012 Volume: 16 Issue: 1

Cite

APA Yıldırım, N., & Gökpınar, F. (2014). Bazı Normallik Testlerinin 1.Tip Hataları ve Güçleri Bakımından Kıyaslanması. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi, 16(1), 3. https://doi.org/10.19113/sdufbed.94904
AMA Yıldırım N, Gökpınar F. Bazı Normallik Testlerinin 1.Tip Hataları ve Güçleri Bakımından Kıyaslanması. J. Nat. Appl. Sci. March 2014;16(1):3. doi:10.19113/sdufbed.94904
Chicago Yıldırım, Nurcan, and Fikri Gökpınar. “Bazı Normallik Testlerinin 1.Tip Hataları Ve Güçleri Bakımından Kıyaslanması”. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 16, no. 1 (March 2014): 3. https://doi.org/10.19113/sdufbed.94904.
EndNote Yıldırım N, Gökpınar F (March 1, 2014) Bazı Normallik Testlerinin 1.Tip Hataları ve Güçleri Bakımından Kıyaslanması. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 16 1 3.
IEEE N. Yıldırım and F. Gökpınar, “Bazı Normallik Testlerinin 1.Tip Hataları ve Güçleri Bakımından Kıyaslanması”, J. Nat. Appl. Sci., vol. 16, no. 1, p. 3, 2014, doi: 10.19113/sdufbed.94904.
ISNAD Yıldırım, Nurcan - Gökpınar, Fikri. “Bazı Normallik Testlerinin 1.Tip Hataları Ve Güçleri Bakımından Kıyaslanması”. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 16/1 (March 2014), 3. https://doi.org/10.19113/sdufbed.94904.
JAMA Yıldırım N, Gökpınar F. Bazı Normallik Testlerinin 1.Tip Hataları ve Güçleri Bakımından Kıyaslanması. J. Nat. Appl. Sci. 2014;16:3.
MLA Yıldırım, Nurcan and Fikri Gökpınar. “Bazı Normallik Testlerinin 1.Tip Hataları Ve Güçleri Bakımından Kıyaslanması”. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi, vol. 16, no. 1, 2014, p. 3, doi:10.19113/sdufbed.94904.
Vancouver Yıldırım N, Gökpınar F. Bazı Normallik Testlerinin 1.Tip Hataları ve Güçleri Bakımından Kıyaslanması. J. Nat. Appl. Sci. 2014;16(1):3.

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