Khmaladze transformation

id: khmaladze-transformation-323-9349246
title: Khmaladze transformation
text: In statistics, the Khmaladze transformation is a mathematical tool used in constructing convenient goodness of fit tests for hypothetical distribution functions. More precisely, suppose X 1 , … , X n are i.i.d., possibly multi-dimensional, random observations generated from an unknown probability distribution. A classical problem in statistics is to decide how well a given hypothetical distribution function F , or a given hypothetical parametric family of distribution functions { F θ : θ ∈ Θ } ,
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category slug: encyclopedia
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original url: https://en.wikipedia.org/wiki/Khmaladze_transformation
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date modified: 2020-12-28T16:37:13Z
main entity: {"identifier":"Q6401855","url":"https://www.wikidata.org/entity/Q6401855"}
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