The conditional probability integral transform, used in goodness-of-fit tests, is compared with its Bayesian counterpart, the predictive probability integral transform, and it is shown that under ...
It is shown that certain conditional distributions, obtained by conditioning on a sufficient statistic, can be used to transform a set of random variables into a smaller set of random variables that ...
Berkowitz (2001) suggested a powerful and popular density test based on a probability integral transformation. For the probability integral transformation to work properly the original distribution ...