Supplementary Material to ``A hypothesis test for the domain of attraction of a random variable''
Abstract
In the paper ``A hypothesis test for the domain of attraction of a random variable'' we address theoreticals aspects of testing whether a sampled probability distribution of a random variable $V$ belongs to the domain of attraction of the Normal law or in the domain of attraction of a stable law with index smaller than 2.
In this supplementary paper we present and discuss numerical results which allow us to illustrate satisfying properties of the proposed test.
Origin | Files produced by the author(s) |
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