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Preprints, Working Papers, ... Year : 2023

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.
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Dates and versions

hal-04266438 , version 1 (31-10-2023)

Identifiers

  • HAL Id : hal-04266438 , version 1

Cite

Héctor Olivero, Denis Talay. Supplementary Material to ``A hypothesis test for the domain of attraction of a random variable''. 2023. ⟨hal-04266438⟩
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