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Logistic or not Logistic?

Allison, James S.; Ebner, Bruno 1; Smuts, Marius
1 Institut für Stochastik (STOCH), Karlsruher Institut für Technologie (KIT)

Abstract:

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


Verlagsausgabe §
DOI: 10.5445/IR/1000160418
Veröffentlicht am 11.07.2023
Originalveröffentlichung
DOI: 10.1111/stan.12292
Scopus
Zitationen: 1
Web of Science
Zitationen: 1
Dimensions
Zitationen: 1
Cover der Publikation
Zugehörige Institution(en) am KIT Institut für Stochastik (STOCH)
Publikationstyp Zeitschriftenaufsatz
Publikationsmonat/-jahr 11.2023
Sprache Englisch
Identifikator ISSN: 0039-0402, 1467-9574
KITopen-ID: 1000160418
Erschienen in Statistica Neerlandica
Verlag John Wiley and Sons
Band 77
Heft 4
Seiten 429-443
Vorab online veröffentlicht am 27.03.2023
Nachgewiesen in Web of Science
Dimensions
Scopus
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