solidot新版网站常见问题,请点击这里查看。
消息
本文已被查看6637次
Characterizations of continuous univariate probability distributions with applications to goodness-of-fit testing. (arXiv:1810.06226v1 [math.ST])
来源于:arXiv
By extrapolating the explicit formula of the zero-bias distribution occurring
in the context of Stein's method, we construct characterization identities for
a large class of absolutely continuous univariate distributions. Instead of
trying to derive characterizing distributional transformations that inherit
certain structures for the use in further theoretic endeavours, we focus on
explicit representations given through a formula for the distribution function.
The results we establish with this ambition feature immediate applications in
the area of goodness-of-fit testing. We draw up a blueprint for the
construction of tests of fit that include procedures for many distributions for
which little (if any) practicable tests are known. 查看全文>>