| Abstract: | There are a number of nonparametric procedures known for testing goodness-of-fit in the univariate case. Similar procedures can be derived for testing goodness-of-fit in the multivariate case through an application of the theory of statistically equivalent blocks (SEB). The SEB transforms the data into coverages which are distributed as spacings from a uniform distribution on 0,1], under the null hypothesis. In this paper, we present a multivariate nonparametric test of goodness-of-fit based on the SEB when the multivariate distributions under the null hypothesis and the alternative hypothesis are “weakly” ordered. Empirical results are given on the performance of the proposed test in an application to the problem of assessing the reliability of a p-component system. |
