A Comparison Of Classification And Hypothesis Testing Procedures For Choosing Between Competing Families Of Distributions Including A Survey Of The Goodness Of Fit Tests
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A Comparison of Classification and Hypothesis Testing Procedures for Choosing Between Competing Families of Distributions, Including a Survey of the Goodness of Fit Tests
Procedures for determining from which of two parametric families a random sample has been drawn are considered. Primary attention is focused on families which are location and/or scale invariant. The procedures are compared using Monte Carlo sampling techniques for six pairs of distributions. Certain procedures based on sample spacing are shown to compare quite favorably with the 'best' invariant and likelihood ratio procedures. Procedures are considered in both the classification and hypothesis testing frameworks. (Author).