单边 Lévy 分布的拟合优度检验。
Goodness-of-fit test for the one-sided Lévy distribution.
作者信息
Kumari Aditi, Bhati Deepesh
机构信息
Department of Statistics, Central University of Rajasthan, Ajmer, India.
出版信息
J Appl Stat. 2023 Aug 27;51(10):1961-1975. doi: 10.1080/02664763.2023.2251098. eCollection 2024.
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.
这项工作的主要目的是为单边 Lévy 分布开发一种新的拟合优度检验。所提出的检验基于尺度比方法，在该方法中，单边 Lévy 分布尺度参数的两个估计量相互比较。在原假设下获得检验统计量的渐近分布。使用来自各种已知分布的模拟观测值来证明该检验的性能。最后，分析了两个真实世界的数据集。
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