Finite sample corrections for parameters estimation and significance testing

• Main Authors: Teh, Boon Kin, Tay, Darrell Jia Jie, Li, Sai Ping, Cheong, Siew Ann
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2021
• Subjects: Science::Physics; Significance Testing; Finite Sample Effects
• Online Access: https://hdl.handle.net/10356/146020
• Institution: Nanyang Technological University

An increasingly important problem in the era of Big Data is fitting data to distributions. However, many stop at visually inspecting the fits or use the coefficient of determination as a measure of the goodness of fit. In general, goodness-of-fit measures do not allow us to tell which of several dis...