hypothesis-testing

Characterization-based approach for construction of goodness-of-fit test for Lévy distribution

Žikica Lukić and Bojana Milošević / 2023-12-25

The Lévy distribution, together with the Normal and Cauchy distribution, belongs to the class of stable distributions, and it is among the only three distributions for which the density can be derived in a closed form. The density function of the two-parameter Lévy distribution is expressed as…

hypothesis-testing

Generalizing the Neyman-Pearson Lemma for multiple hypothesis testing problems

Ruth Heller and Saharon Rosset / 2021-04-13

Let us start by considering the optimal rejection policy for a single hypothesis testing problem. There are three elements to the problem. The objective: to maximize the power to reject the null hypothesis. The constraint: to control the type I error probability, so that it is at most a predefined…