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Related papers: New $L^2$-type exponentiality tests

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We present new consistent goodness-of-fit tests for exponential distribution, based on the Desu characterization. The test statistics represent the weighted $L^2$ and $L^{\infty}$ distances between appropriate V-empirical Laplace transforms…

Statistics Theory · Mathematics 2022-02-18 Marija Cuparić , Bojana Milošević , Marko Obradović

The L\'evy distribution, alongside the Normal and Cauchy distributions, is one of the only three stable distributions whose density can be obtained in a closed form. However, there are only a few specific goodness-of-fit tests for the…

Methodology · Statistics 2023-08-02 Žikica Lukić , Bojana Milošević

New goodness-of-fit tests for exponentiality based on a particular property of exponential law are constructed. Test statistics are functionals of U-empirical processes. The first of these statistics is of integral type, the second one is a…

Statistics Theory · Mathematics 2016-03-08 Ya. Yu. Nikitin , K. Yu. Volkova

We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of $U-$empirical processes and are based on the classical characterization of power function…

Statistics Theory · Mathematics 2014-08-21 Ya. Yu. Nikitin , K. Yu. Volkova

We study the Bahadur efficiency of several weighted L2--type goodness--of--fit tests based on the empirical characteristic function. The methods considered are for normality and exponentiality testing, and for testing goodness--of--fit to…

Statistics Theory · Mathematics 2023-05-30 Simos G. Meintanis , Bojana Milošević , Marko Obradović

Temperature data, like many other measurements in quantitative fields, are usually modeled using a normal distribution. However, some distributions can offer a better fit while avoiding underestimation of tail event probabilities. To this…

Statistics Theory · Mathematics 2023-08-21 Alain Desgagné , Pierre Lafaye de Micheaux , Frédéric Ouimet

Two new tests for exponentiality, of integral and Kolmogorov type, are proposed. They are based on a recent characterization and formed using appropriate V-statistics. Their asymptotic properties are examined and their local Bahadur…

Methodology · Statistics 2015-03-20 Bojana Milošević

A survey of goodness-of-fit and symmetry tests based on the characterization properties of distributions is presented. This approach became popular in recent years. In most cases the test statistics are functionals of $U$-empirical…

Statistics Theory · Mathematics 2017-07-07 Ya. Yu. Nikitin

In this paper we present a new characterization of Pareto distribution and consider goodness of fit tests based on it. We provide an integral and Kolmogorov- Smirnov type statistics based on U-statistics and we calculate Bahadur efficiency…

Statistics Theory · Mathematics 2015-12-31 Marko Obradović , Milan Jovanović , Bojana Milošević

We introduce a new characterization of Pareto distribution and construct integral and supremum type goodness-of-fit tests based on it. Limiting distribution and large deviations of new statistics are described and their local Bahadur…

Statistics Theory · Mathematics 2014-08-21 K. Yu. Volkova

Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…

Statistics Theory · Mathematics 2025-06-09 Lucio Barabesi , Antonio Di Noia , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

We construct new tests of exponentiality based on Yanev-Chakraborty's characterization of exponential law. We calculate limiting distributions of new tests, local Bahadur efficiency for common alternatives and describe conditions of their…

Statistics Theory · Mathematics 2014-05-29 K. Y. Volkova

We propose two families of scale-free exponentiality tests based on the recent characterization of exponentiality by Arnold and Villasenor. The test statistics are based on suitable functionals of U-empirical distribution functions. The…

Statistics Theory · Mathematics 2014-07-21 M. Jovanovic , B. Milosevic , Ya. Yu. Nikitin , M. Obradovic , K. Yu. Volkova

We use a characterization of symmetry in terms of extremal order statistics which enables to build several new nonparametric tests of symmetry. We discuss their limiting distributions and calculate their local exact Bahadur efficiency under…

Statistics Theory · Mathematics 2014-03-31 Ya. Yu. Nikitin , M. Ahsanullah

In this paper a new class of uniformity tests is proposed. It is shown that those tests are applicable to the cases of any simple null hypothesis as well as for the composite null hypothesis of rectangular distributions on arbitrary…

Methodology · Statistics 2018-08-21 Bojana Milošević

We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution. The proposed tests are weighted $L^2$-type tests depending on a tuning parameter. We develop the asymptotic theory under the null hypothesis and under a…

Methodology · Statistics 2022-01-31 J. S. Allison , S. Betsch , B. Ebner , I. J. H. Visagie

In this paper new two-dimensional goodness of fit tests are proposed. They are of supremum-type and are based on different types of characterizations. For the first time a characterization based on independence of two statistics is used for…

Methodology · Statistics 2023-05-30 Bojana Milošević , Marko Obradović

We propose tests of fit for classes of distributions that include the Weibull, the Pareto and the Fr\'echet, distributions. The new tests employ the novel tool of the min--characteristic function and are based on an L2--type weighted…

Methodology · Statistics 2023-10-20 S. G. Meintanis , B. Milošević , M. D. Jiménez-Gamero

A variety of statistics based on sample spacings has been studied in the literature for testing goodness-of-fit to parametric distributions. To test the goodness-of-fit to a nonparametric class of univariate shape-constrained densities,…

Statistics Theory · Mathematics 2024-10-28 Kwun Chuen Gary Chan , Hok Kan Ling , Chuan-Fa Tang , Sheung Chi Phillip Yam

The Pareto distribution plays a crucial role in various disciplines, necessitating robust goodness-of-fit tests for its validation. This article introduces a novel tests based on Stein's characterization and the Laplace transform, offering…

Statistics Theory · Mathematics 2026-04-27 Deepesh Bhati , Sakshi Khandelwal
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