Logistic or not Logistic?

IF 1.4 3区数学 Q2 STATISTICS & PROBABILITY

Statistica Neerlandica Pub Date : 2021-08-16 DOI:10.1111/stan.12292

J. Allison, B. Ebner, M. Smuts

引用次数: 1

Abstract

We propose a new class of goodness‐of‐fit tests for the logistic distribution based on a characterization related to the density approach in the context of Stein's method. This characterization‐based test is a first of its kind for the logistic distribution. The asymptotic null distribution of the test statistic is derived and it is shown that the test is consistent against fixed alternatives. The finite sample power performance of the newly proposed class of tests is compared to various existing tests by means of a Monte Carlo study. It is found that this new class of tests are especially powerful when the alternative distributions are heavy tailed, like Student's t and Cauchy, or for skew alternatives such as the log‐normal, gamma and chi‐square distributions.

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物流还是不物流?

我们提出了一类新的逻辑分布的拟合优度检验，该检验基于与Stein方法背景下的密度方法相关的表征。这种基于特征的测试是对物流分布的首次测试。导出了检验统计量的渐近零分布，并证明了在固定的备选项下检验是一致的。通过蒙特卡罗方法，将新提出的一类测试的有限样本功率性能与现有的各种测试进行了比较。我们发现，当备选分布是重尾分布时，如Student's t和Cauchy分布，或者对于偏态分布，如对数正态分布、伽玛分布和卡方分布，这类新的检验特别强大。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistica Neerlandica 数学-统计学与概率论

CiteScore

2.60

自引率

6.70%

发文量

审稿时长

>12 weeks

期刊介绍： Statistica Neerlandica has been the journal of the Netherlands Society for Statistics and Operations Research since 1946. It covers all areas of statistics, from theoretical to applied, with a special emphasis on mathematical statistics, statistics for the behavioural sciences and biostatistics. This wide scope is reflected by the expertise of the journal’s editors representing these areas. The diverse editorial board is committed to a fast and fair reviewing process, and will judge submissions on quality, correctness, relevance and originality. Statistica Neerlandica encourages transparency and reproducibility, and offers online resources to make data, code, simulation results and other additional materials publicly available.