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math.ST2021
Logistic or not logistic?
James S. Allison, Bruno Ebner, Marius Smuts
We propose a new class of goodness-of-fit tests for the logistic distribution based on a characterisation related to the density approach in the context of Stein's method. This cha…
math.ST2021
Bahadur efficiencies of the Epps--Pulley test for normality
Bruno Ebner, Norbert Henze
The test for normality suggested by Epps and Pulley (1983) is a serious competitor to tests based on the empirical distribution function. In contrast to the latter procedures, it h…
math.ST2021
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution
Bruno Ebner, Lena Eid, Bernhard Klar
We introduce a new characterization of the Cauchy distribution and propose a class of goodness-of-fit tests to the Cauchy family. The limit distribution is derived in a Hilbert spa…