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对 Lévy 一面分布的适合性测试
1Department of Statistics, Central University of Rajasthan, Ajmer, India.
Journal of applied statistics
|July 29, 2024
概括
为单面的莱维分布开发了一种新的适合性测试,使用尺度比方法. 这种方法比较两个尺度参数估计器,在模拟和现实世界数据分析中证明有效.
科学领域:
- 统计 统计 统计 统计
- 可能性理论概率理论.
背景情况:
- 一面的莱维分布是各种科学领域的关键概率分布.
- 评估这种分布的适合性对于准确的数据建模至关重要.
研究的目的:
- 引入一种新的适合性测试,专门为单面的Lévy分布设计.
- 为验证模型假设提供一个强大的统计工具.
主要方法:
- 开发一个新的测试统计基于规模比率方法.
- 对立两种不同的估计器,用于单边莱维分布的尺度参数.
- 在零假设下测试统计数据的非对称分布的推导.
主要成果:
- 拟议的适合性测试证明了可靠的性能.
- 模拟显示了测试在各种已知的分布中的有效性.
- 对两个现实世界数据集的分析验证了测试的实际适用性.
结论:
- 新的基于尺度比率的测试为单边的莱维分布的统计推理提供了有价值的补充.
- 该测试适用于模拟和实证数据分析.
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