Logistic or not Logistic?

DOI10.1111/STAN.12292OpenAlexW3195786667MaRDI QIDQ6089508FDOQ6089508

Authors: James Allison, Bruno Ebner, Marius Smuts 

Publication date: 15 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Abstract: We propose a new class of goodness-of-fit tests for the logistic distribution based on a characterisation related to the density approach in the context of Stein's method. This characterisation 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.

Full work available at URL: https://arxiv.org/abs/2108.07036

zbMATH Keywords

goodness-of-fitdensity approachlogistic distributionStein's methodempirical characteristic function

Mathematics Subject Classification ID

Statistics (62-XX) Nonparametric inference (62Gxx) Statistical distribution theory (62Exx)

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