Goodness-of-fit test for the one-sided Lévy distribution

Aditi Kumari and Deepesh Bhati

Journal of Applied Statistics, 2024, vol. 51, issue 10, 1961-1975

Abstract: The main aim of this work is to develop a new goodness-of-fit test for the one-sided Lévy distribution. The proposed test is based on the scale-ratio approach in which two estimators of the scale parameter of one-sided Lévy distribution are confronted. The asymptotic distribution of the test statistic is obtained under null hypotheses. The performance of the test is demonstrated using simulated observations from various known distributions. Finally, two real-world datasets are analyzed.

Date: 2024
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DOI: 10.1080/02664763.2023.2251098

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