Goodness-of-Fit Tests Based on a Characterization of Logistic Distribution

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作者
Ya. Yu. Nikitin
I. A. Ragozin
机构
[1] St. Petersburg State University,
关键词
characterization of distributions; logistic distribution; asymptotic efficiency; large deviations; Kullback-Leibler information;
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摘要
The logistic family of distributions belongs to the class of important families in the theory of probability and mathematical 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 have not been sufficiently explored. We propose two new goodness-of-fit tests: the integral and the Kolmogorov-type, based on the recent characterization of the logistic family by Hua and Lin. Here we discuss asymptotic properties of new tests and calculate their Bahadur efficiency for common alternatives.
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页码:169 / 177
页数:8
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