American Journal of Applied Mathematics and Statistics
ISSN (Print): 2328-7306 ISSN (Online): 2328-7292 Website: http://www.sciepub.com/journal/ajams Editor-in-chief: Mohamed Seddeek
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American Journal of Applied Mathematics and Statistics. 2013, 1(1), 6-10
DOI: 10.12691/ajams-1-1-2
Open AccessArticle

Robust Goodness of Fit Test Based on the Forward Search

Abbas Mahdavi1,

1Department of Statistics, Faculty of Mathematical Sciences, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran

Pub. Date: February 28, 2013

Cite this paper:
Abbas Mahdavi. Robust Goodness of Fit Test Based on the Forward Search. American Journal of Applied Mathematics and Statistics. 2013; 1(1):6-10. doi: 10.12691/ajams-1-1-2

Abstract

The most frequency used goodness of fit tests are based on measuring the distance between the theoretical distribution function and the empirical distribution function (EDF), but presence of outliers influences these tests strongly. In this study, we propose a simple robust method for goodness of fit test by using the “Forward Search” (FS) method. The FS method is a powerful general method for identifying outliers and their effects on the hypothesized model. The performance and the ability of the procedure to capture the structure of data, even in the presence of outliers, are illustrated by some simulation studies and real data examples.

Keywords:
forward search procedure goodness of fit test robust approach outlier

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