Testing if a mixture is from a given location-scale family

作者:Withers Christopher S; Nadarajah Saralees*
来源:Statistics, 2013, 47(5): 901-916.
DOI:10.1080/02331888.2011.652119

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

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