A New Polya Tree Construction Facilitating A Goodness-of-Fit Test

Yuhui Chen

《Journal of Data Science》 12卷2期 (2014/04) Pp. 325-338

https://doi.org/10.6339/JDS.201404_12(2).0007

並列摘要

Polya tree, by embedding parametric families as a special case, provides natural suit to test goodness of it of a parametric null with non-parametric alternatives. For this purpose, we present a new construction on Polya tree for random probability measure, which aims to perform an easy multiple x^2 test for goodness of it. Examples of data analyses are provided in simulation studies to highlight the performance of the proposed methods.

並列關鍵字

Goodness-of-Fit Test ； Nonparametric Model ； Polya tree