1973
DOI: 10.1214/aos/1193342383
|View full text |Cite
|
Sign up to set email alerts
|

The Conditional Probability Integral Transformation and Applications to Obtain Composite Chi-Square Goodness-of-Fit Tests

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1
1

Citation Types

0
11
0

Year Published

1983
1983
2014
2014

Publication Types

Select...
5
4

Relationship

2
7

Authors

Journals

citations
Cited by 60 publications
(11 citation statements)
references
References 15 publications
0
11
0
Order By: Relevance
“…In certain models it is possible to redefine the (Un) slightly so as to be exactly independent U[O, 1] variables under any P(J E r!J . This may be achieved through predictive fiducial pivotals in models with group-structure, or through the conditional probability integral transform (O'Reilly and Quesenberry, 1973) in those with suitable sufficient statistics. Such (Un) should provide more reliable small-sample diagnostics.…”
Section: Recursive Residualsmentioning
confidence: 99%
“…In certain models it is possible to redefine the (Un) slightly so as to be exactly independent U[O, 1] variables under any P(J E r!J . This may be achieved through predictive fiducial pivotals in models with group-structure, or through the conditional probability integral transform (O'Reilly and Quesenberry, 1973) in those with suitable sufficient statistics. Such (Un) should provide more reliable small-sample diagnostics.…”
Section: Recursive Residualsmentioning
confidence: 99%
“…Zantek et al 89 addressed this problem by using the standardized recursive residuals (SRR)93 calculated from the measurements of different samples. The SRR values independently and identically follow a standard normal distribution94. An ordinary CUSUM chart was constructed to monitor the process stability based on a sequence of SRR calculated at each specific stage k .…”
Section: Spc Methods For Variation Reduction Of Mmpsmentioning
confidence: 99%
“…, ε ij,n−1 . In the absence of a shift in the mean of ε ij , the distribution of u ij,n in Equation (11) is known to be Student's t with (n − b i − 2) degrees of freedom (see, e.g., O'Reilly and Quesenberry (1973)). Let F c (·) denote the distribution function of a Student-t random variable with c degrees of freedom, and denote the inverse of the standard normal distribution function by −1 (·).…”
Section: Case Ii: Parameters Unknownmentioning
confidence: 99%
“…These authors use theoretical results presented by O'Reilly and Quesenberry (1973) to devise a methodology that transforms recursive residuals to a sequence of independent standard normal variates. Hawkins (1991) and Hawkins and Olwell (1998, pp.…”
Section: Introductionmentioning
confidence: 99%