科研成果详情

In this paper we employ the conditional probability integral transformation (CPIT) method to transform a d-dimensional sample from two classes of generalized multivariate distributions into a uniform sample in the unit interval (0,1) or in the unit hypercube [0,1]d-1 (d≥ 2). A class of existing uniform statistics are adopted to test the uniformity of the transformed sample. Monte Carlo studies are carried out to demonstrate the performance of the tests in controlling type I error rates and power against a selected group of alternative distributions. It is concluded that the proposed tests have satisfactory empirical performance and the CPIT method in this paper can serve as a general way to construct goodness-of-fit tests for many generalized multivariate distributions. © 2017, The Institute of Statistical Mathematics, Tokyo.