Robust Goodness-Of-Fit Tests Based On The TL-Moments.

Document Type : Original Article

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Statistics Department Faculty Of Commerce Alexandria University Alexandria Egypt

Abstract

In this paper we propose goodnessoffit test based on the TLmoments. Elamir and Seheult (2003) introduced the trimmed Lmoments (TLmoments) as a “robust “generalization of the method of Lmoments. They are well defined even if Lmoments do not exist. Their sample variance and covariance can be obtained in closed form, Elamir and Seheult (2004). A distribution for which the trimmed Lmoments exist is characterized by those trimmed Lmoments, Hosking (2007). Several goodnessoffits tests were constructed based on "adaptive" proportions of trimming and different forms for the test statistic. Robustness of validity and robustness of efficiency will be discussed and compared to other robust goodnessoffit e.g. Brys et al. (2008). Applications to real data will be conducted

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