TY - JOUR T1 - A New Goodness-of-Fit Test for a Distribution by the Empirical Characteristic Function TT - یک‌ آزمون‌ جدید نیکویی برازش‌ با استفاده‌ از تابع‌ مشخصه‌ی تجربی JF - srtc-jsri JO - srtc-jsri VL - 2 IS - 1 UR - http://jsri.srtc.ac.ir/article-1-151-en.html Y1 - 2005 SP - 1 EP - 13 KW - . characteristic function KW - consistent test KW - eigen values KW - goodness-of-fit test KW - multivariate central limit theorem KW - principal components method N2 - Extended Abstract. Suppose n i.i.d. observations, X1, …, Xn, are available from the unknown distribution F(.), goodness-of-fit tests refer to tests such as H0 : F(x) = F0(x) against H1 : F(x) $neq$ F0(x). Some nonparametric tests such as the Kolmogorov--Smirnov test, the Cramer-Von Mises test, the Anderson-Darling test and the Watson test have been suggested by comparing empirical distribution, Fn(x), and the known distribution F0(x). The characteristic function is important in characterizing the probability distribution theoretically. Thus it have been expected that the empirical characteristic function, cn(t), can be used for suggesting a goodness-of-fit test...[To Continue click here] M3 10.18869/acadpub.jsri.2.1.1 ER -