3 papers
math.ST2018
Fixed point characterizations of continuous univariate probability distributions and their applications
Steffen Betsch, Bruno Ebner
By extrapolating the explicit formula of the zero-bias distribution occurring in the context of Stein's method, we construct characterization identities for a large class of absolu…
stat.ME2018
A new characterization of the Gamma distribution and associated goodness of fit tests
Steffen Betsch, Bruno Ebner
We propose a class of weighted -type tests of fit to the Gamma distribution. Our novel procedure is based on a fixed point property of a new transformation connected to a Stei…
stat.ME2018
Testing normality via a distributional fixed point property in the Stein characterization
Steffen Betsch, Bruno Ebner
We propose two families of tests for the classical goodness-of-fit problem to univariate normality. The new procedures are based on -distances of the empirical zero-bias trans…