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Hypothesis Test of a Truncated Sample Mean for the Extremely Heavy-Tailed Distributions by Fuquan, Tang; Dong, Han is a scholarly article available to read on EtoBox.

What is Hypothesis Test of a Truncated Sample Mean for the Extremely Heavy-Tailed Distributions about?

This article deals with the hypothesis test for the extremely heavy-tailed distributions with infinite mean or variance by using a truncated sample mean. We obtain three necessary and sufficient conditions under which the asymptotic distribution of the truncated test statistics converges to normal, neither normal nor stable or converges to $-\infty$ or the combination of stable distributions, respectively. The numerical simulation illustrates an application of the theoretical results above in the hypothesis testing.

Author

Fuquan, Tang; Dong, Han

Published

2021

Language

EN