An Improved Goodness-of-Fit Statistic for Sparse Multinomials
Jeffrey S. Simonoff · Journal of the American Statistical Association · 1985
A new goodness-of-fit statistic for sparse multinomials is proposed. It is assumed that the null distribution exhibits smoothness. The test statistic is based on the maximum posterior estimator probability estimates of Simonoff (1983). Computer simulations are used to estimate the null distribution, significance levels, and the power function of the test. It is shown that power of the test is a great improvement over that of the standard tests if the alternative distribution exhibits smoothness.