Selection the criteria of consent in case of restoration of random variable distribution law applied to problems of statistical simulation

Автор: Dimov Ad.M., Lukovkin S.V., Khabibullin A.R., Khalimov R.R.

Журнал: Инфокоммуникационные технологии @ikt-psuti

Рубрика: Новые информационные технологии

Статья в выпуске: 4 т.8, 2010 года.

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This paper presents a comparative analysis of the most powerful criteria of consent of the empirical distribution of the random variable with a theoretical one. Analysis is based on information of known literary sources. Describes the limitations and capacity of criteria for testing hypotheses in the task of simulation.

Simulation modeling, goodness of fit, chi-squared, anderson-darling, chi-square type criteria, testofcramer-vonmises-smirnov, omega-squared von mises, power of criteria, testing of statistical hypotheses

Короткий адрес: https://sciup.org/140191435

IDR: 140191435

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