摘要
Suppose we observe a random sample from . Here, to the best of our knowledge, we provide the first parametric test that F-0 is any given cumulative distribution function. The test is based on the first four sample moments and is most practicable when F-0 is symmetric. Simulation studies suggest that the test compares well with non-parametric alternatives and that it is consistent. A real data application is also presented.
- 出版日期2013-10-1