Testing if a mixture is from a given location–scale family
Christopher Stroude Withers, Saralees Nadarajah · Statistics · 2012
Suppose we observe a random sample from . Here, to the best of our knowledge, we provide the first parametric test that F 0 is any given cumulative distribution function. The test is based on the first four sample moments and is most practicable when F 0 is symmetric. Simulation studies suggest that the test compares well with non-parametric alternatives and that it is consistent. A real data application is also presented.