Improved goodness-of-fit measures

Peter Mitic

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Improved goodness-of-fit measures

机译：改善拟合优度的方法

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摘要

New goodness-of-fit measures which are significant improvements on existing measures are described. They use the intuitive geometrical concept of the area enclosed by the curve of a fitted distribution and the profile of the empirical cumulative distribution function. A transformation of this profile simplifies the geometry and provides three new goodness-of-fit tests. The integrity of this transformation is justified by topological arguments. The new tests provide a quantitative justification for qualitative judgements on goodness-of-fit, are independent of population size and provide a workable way to objectively choose a best fit distribution from a group of candidate distributions.

机译：描述了新的拟合优度度量，它是对现有度量的重大改进。他们使用由拟合分布曲线和经验累积分布函数的轮廓包围的区域的直观几何概念。此轮廓的转换简化了几何形状，并提供了三个新的拟合优度测试。拓扑论证证明了这种转换的完整性。新的测试为拟合优度的定性判断提供了定量依据，与人口规模无关，并且为从一组候选分布中客观选择最佳拟合分布提供了一种可行的方法。

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来源
《The Journal of Operational Risk》 |2015年第1期|77-126|共50页
作者
Peter Mitic;
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作者单位

Santander UK, 2 Triton Square, Regent's Place, London NW1 3AN, UK;

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原文格式 PDF
正文语种 eng
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关键词
goodness-of-fit; transformed normal; cumulative distribution; significance level; topology;

机译：拟合优度转变正常累积分布;显着性水平拓扑结构;

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1. Goodness-of-fit Measures Of R~2 For Repeated Measures Mixed Effect Models [J] . Honghu Liu, Yan Zheng, Jie Shen Journal of applied statistics . 2008,第9a10期

机译：重复测量混合效应模型的R〜2拟合优度
2. A graphical approach to assess the goodness-of-fit of random-effects linear models when the goal is to measure individual benefits of medical treatments in severely ill patients [J] . Zhiwen Wang, Francisco J. Diaz BMC Medical Research Methodology . 2020,第1期

机译：一种图形方法，以评估随机效应线性模型的高度适合，当目标是在严重生病的患者中测量医疗治疗的个体益处
3. On goodness-of-fit measures for Poisson regression models [J] . Kurosawa Takeshi, Hui Francis K. C., Welsh A. H., Australian & New Zealand journal of statistics . 2020,第3期

机译：论泊松回归模型的健康措施
4. Goodness-of-fit measures: what do they tell about vegetation variable retrieval performance from Earth observation data [C] . Katja Richter, Tobias B. Hank, Clement Atzberger, Remote sensing for agriculture, ecosystems, and hydrology XIII . 2011

机译：拟合优度度量：它们从地球观测数据中了解植被变量的检索性能
5. Bayesian goodness-of-fit measures for individual-level models of infectious disease. [D] . Gardner, Abbie. 2010

机译：用于单个级别传染病模型的贝叶斯拟合优度度量。
6. A graphical approach to assess the goodness-of-fit of random-effects linear models when the goal is to measure individual benefits of medical treatments in severely ill patients [O] . Zhiwen Wang, Francisco J. Diaz 2020

机译：一种图形方法以评估随机效应线性模型的高度适合当目标是在严重生病的患者中测量医疗治疗的个体益处
7. Proposals for a Council Regulation (EEC): instituting a specific Community Regional Development Measure contributing to the development of certain French and Italian regions in the context of Community enlargements; instituting a specific Community Regional Development Measure contributing to overcoming constraints on the development of new economic activities in certain zones adversely affected by restructuring of the shipbuilding industry; instituting a specific Community Regional Development Measure, contributing to overcoming constraints on the development of new economic activities in certain zones adversely affected by the restructuring of the steel industry; instituting a specific Community Regional Development Measure contributing to improving security of energy supply in certain Community regions by way of improved use of new techniques for hydro-electrical power and alternative energy sources; instituting a Special Community Regional Development Measure contributing to the improvement of the economic and social situation of the border areas of Ireland and Northern Ireland. COM (80) 528 final, 16 September 1980 [O] . 1980

机译：理事会条例（EEC）的提案：制定一项特定的社区区域发展措施，在社区扩大的背景下促进某些法国和意大利地区的发展;经济发展领域的一定区域经济发展;以社区为基础的区域发展措施，有助于在钢铁业重组受到不利影响的某些地区开展新的经济活动;制定具体的社区区域发展措施，有助于改善某些地区的能源供应安全;专门从事爱尔兰和北爱尔兰社区的发展。 COm（80）528决赛，1980年9月16日
8. Measuring the Goodness-of-Fit of Accident Prediction Models [R] . Miaou, S. P. 1996

机译：测量事故预测模型的拟合优度

Improved goodness-of-fit measures

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