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Chi-Squared Goodness of Fit Tests with Applications by M.S Nikulin, Vassilly Voinov, N. Balakrishnan

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Chapter 4

Wald’s Method and Hsuan-Robson-Mirvaliev Test

4.1 Wald’s method and moment-type estimators

Let image be i.i.d. random variables following a continuous family of distributions with cdf

image

and image be the corresponding pdf.

Let a function image be such that the system of s equations

where for , and is uniquely solved to obtain . Then, is the method of moments ...

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