A note on the fit for the Levy distribution

被引：13

作者：

O'Reilly, FJ ^{[1
]}

Rueda, R ^{[1
]}

机构：

[1] Univ Nacl Autonoma Mexico, IIMAS, Mexico City 01000, DF, Mexico

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1998年 / 27卷 / 07期

关键词：

goodness of fit; Rao-Blackwell estimator;

D O I：

10.1080/03610929808832191

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The problem of testing the fit of the Levy distribution with unknown scale parameter is addressed. The corresponding empirical process is analysed, and the Cramer-von Mises W(2) and the Anderson-Darling's A(2) statistics are used. Well known results regarding the relationship between the Levy distribution and the gamma and inverse Gaussian are exploited. Some remarks are made regarding the use of the Rao-Blackwell estimator of the distribution function in the empirical process.

引用

页码：1811 / 1821

页数：11

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