On a new test of fit to the beta distribution

DOI10.1002/STA4.341MaRDI QIDQ6350141zbMATH OpenOpenAlexFDO

Authors Bruno Ebner, Shawn Carl Liebenberg

Publication date 29 September 2020

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1002/sta4.341

Abstract: We propose a new

L^{2}

-type goodness-of-fit test for the family of beta distributions based on a conditional moment characterisation. The asymptotic null distribution is identified, and since it depends on the underlying parameters, a parametric bootstrap procedure is proposed. Consistency against all alternatives that satisfy a convergence criterion is shown, and a Monte Carlo simulation study indicates that the new procedure outperforms most of the classical tests. Finally, the procedure is applied to a real data set related to air humidity.

Cited in

(1)

Persistence and neutrality in interacting replicator dynamics

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