Tests of fit for the three-parameter lognormal distribution. (English) Zbl 1445.62023
Summary: Tests based on the empirical distribution function are given for the goodness-of-fit of the three-parameter lognormal distribution when all three parameters are unknown. Critical values for finite samples are approximated by simple polynomial functions of the sample size and the shape parameter. Asymptotic critical values are computed to check these functions.
MSC:
| 62E10 | Characterization and structure theory of statistical distributions |
| 62G10 | Nonparametric hypothesis testing |
Keywords:
EDF statistics; empirical distribution function; goodness-of-fit; local maximum likelihood estimatorReferences:
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