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 characterisation based test is a first of its kind for the logistic distribution. The asymptotic null distribution of the test statistic is derived and it is shown that the test is consistent against fixed alternatives. The finite sample power performance of the newly proposed class of tests is compared to various existing tests by means of a Monte Carlo study. It is found that this new class of tests are especially powerful when the alternative distributions are heavy tailed, like Student's t and Cauchy, or for skew alternatives such as the log-normal, gamma and chi-square distributions.
翻译:我们根据斯坦因方法中密度方法的特征,建议对后勤分配进行新的标准测试。这种基于特征的测试是后勤分配的同类测试中的第一个。测试统计数字的无症状分布是推断出来的,并表明测试与固定的替代品是一致的。新提议的测试类别的有限抽样功率表现通过蒙特卡洛研究与现有的各种测试进行比较。发现当替代的分布(如学生的T和Cauchy)尾巴严重尾巴时,或者对于日志正常、伽马和奇夸尔分布等偏差的替代品而言,这种新的测试类别特别强大。