title: Goodness-of-fit tests based on a characterization of logistic distribution
metadata.name: dc.contributor.author
metadata.value: Nikitin, Yakov Yu.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Rogozin, Ilya A.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2019-05-24T11:21:48Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2019-05-24T11:21:48Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2019-06
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Nikitin Ya.Yu., Ragozin I.A. Goodness-of-fit tests based on a characterization of logistic distribution. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2019, vol. 6 (64), issue 2, pp. 241–252.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: https://doi.org/10.21638/11701/spbu01.2019.206
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/15556
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: The logistic family of distributions belongs to the class of important families in Probability and Statistics. However, the goodness-of-ﬁt tests for the composite hypothesis of belonging to the logistic family with unknown location parameter against the general alternatives are almost unexplored. We propose two new goodness-of-ﬁt tests: the integral and Kolmogorov-type, based on the recent characterization of logistic family by Hu and Lin. We discuss asymptotic properties of new tests and calculate their Bahadur eﬃciency for natural alternatives.
metadata.lang: en_GB
metadata.name: dc.description.sponsorship
metadata.value: Работа выполнена при поддержке гранта СПбГУ-ННИО 6.65.37.2017.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 6 (64); Issue 2
metadata.lang: -
metadata.name: dc.subject
metadata.value: characterization of distributions
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: logistic distribution
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: asymptotic efficiency
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: large deviations
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Kullback-Leibler information
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Goodness-of-fit tests based on a characterization of logistic distribution
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 241-252.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/15556/1/241-252.pdf
resources.format: Adobe PDF
resources.size: 336,57 kB