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Goodness-of-Fit Tests Based on a Characterization of Logistic Distribution

  • Ya. Yu. NikitinEmail author
  • I. A. RagozinEmail author
Mathematics

Abstract

The logistic family of distributions belongs to the class of important families in the theory of probability and mathematical statistics. However, the goodness-of-fit tests for the composite hypothesis of belonging to the logistic family with unknown location parameter against the general alternatives have not been sufficiently explored. We propose two new goodness-of-fit tests: the integral and the Kolmogorov-type, based on the recent characterization of the logistic family by Hua and Lin. Here we discuss asymptotic properties of new tests and calculate their Bahadur efficiency for common alternatives.

Keywords

characterization of distributions logistic distribution asymptotic efficiency large deviations Kullback-Leibler information 

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Copyright information

© Pleiades Publishing, Ltd. 2019

Authors and Affiliations

  1. 1.St. Petersburg State UniversitySt. PetersburgRussia

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