Supplementary Material to ``A hypothesis test for the domain of attraction of a random variable'' - Archive ouverte HAL
Preprints, Working Papers, ... Year : 2024

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.
Fichier principal
Vignette du fichier
OliveroTalaySupplementaryMaterial.pdf (8.38 Mo) Télécharger le fichier
Origin Files produced by the author(s)

Dates and versions

hal-04266438 , version 1 (31-10-2023)
hal-04266438 , version 2 (28-08-2024)

Licence

Identifiers

  • HAL Id : hal-04266438 , version 2

Cite

Héctor Olivero, Denis Talay. Supplementary Material to ``A hypothesis test for the domain of attraction of a random variable''. 2024. ⟨hal-04266438v2⟩
187 View
27 Download

Share

More