Bazı Normallik Testlerinin 1.Tip Hataları ve Güçleri Bakımından Kıyaslanması

Yıl 2012, Cilt: 16 Sayı: 1, - 3, 14.07.2014

Nurcan Yıldırım Fikri Gökpınar

Öz

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.

Anahtar Kelimeler

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

Kaynakça

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