On a new test of fit to the beta distribution

DOI10.1002/STA4.341arXiv2009.13995OpenAlexW3109156342MaRDI QIDQ6350141FDOQ6350141

Authors: Bruno Ebner, Shawn Carl Liebenberg 

Publication date: 29 September 2020

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.

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

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (1)

• Persistence and neutrality in interacting replicator dynamics

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