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Add goodness-of-fit tests #42

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vnmabus opened this issue Dec 9, 2022 · 0 comments
Open
8 tasks

Add goodness-of-fit tests #42

vnmabus opened this issue Dec 9, 2022 · 0 comments

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@vnmabus
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vnmabus commented Dec 9, 2022

Energy distance can be used to perform goodness-of-fit tests, as mentioned in https://doi.org/10.1016/j.jspi.2013.03.018 (https://pages.stat.wisc.edu/~wahba/stat860public/pdf4/Energy/JSPI5102.pdf).

It would be useful to create a new submodule goodness that could include some of the following:

  • Two-parameter exponential distribution goodness-of-fit test.
  • Uniform distribution goodness-of-fit test.
  • Univariate normality goodness-of-fit test.
  • Multivariate normality goodness-of-fit test.
  • Pareto distribution goodness-of-fit test.
  • Poisson distribution goodness-of-fit test.
  • Uniform distribution goodness-of-fit test.
  • Stable distributions goodness-of-fit test.
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