Work

New classes of goodness‐of‐fit tests for the one‐sided Lévy distribution

Year: 2024

Type: article

Abstract: New estimators for the scale parameter of the one‐sided Lévy distribution are proposed, which are used for constructing new classes of goodness‐of‐fit (gof) tests, based on the ratio of two estimators of the scale parameter. A Monte Carlo study examines the performance of the new gof tests in controlling type I error rate and evaluates their power performance. The performance of the new classes of gof test is also compared with existing tests. Finally, the applicability of the new gof tests is illustrated using three real data sets.

Source: Statistica Neerlandica

DOI: 10.1111/stan.12362

Authors: Aditi Kumari, Deepesh Bhati, Apostolos Batsidis

Institutions: Central University of Rajasthan, University of Ioannina

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W4403163175

FWCI:

Cites: 27

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Related to: 10