Goodness-of-fit test for the one-sided Lévy distribution.

Kumari, Aditi; Bhati, Deepesh

Kumari, Aditi; Bhati, Deepesh.

Afiliación

Kumari A; Department of Statistics, Central University of Rajasthan, Ajmer, India.
Bhati D; Department of Statistics, Central University of Rajasthan, Ajmer, India.

J Appl Stat ; 51(10): 1961-1975, 2024.

Article en En | MEDLINE | ID: mdl-39071255

ABSTRACT

ABSTRACT

The main aim of this work is to develop a new goodness-of-fit test for the one-sided Lévy distribution. The proposed test is based on the scale-ratio approach in which two estimators of the scale parameter of one-sided Lévy distribution are confronted. The asymptotic distribution of the test statistic is obtained under null hypotheses. The performance of the test is demonstrated using simulated observations from various known distributions. Finally, two real-world datasets are analyzed.

Palabras clave

62E20; 62F03; Asymptotic normality; Monte Carlo simulation; gamma distribution; one-sided Lévy distribution

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Texto completo: 1 Colección: 01-internacional Base de datos: MEDLINE Idioma: En Revista: J Appl Stat Año: 2024 Tipo del documento: Article País de afiliación: India Pais de publicación: Reino Unido

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