New test for equality of two disributions

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Abstract

The paper introduces a new test for equality of two distributions in a class of models. We proved analytically and by stochastic simulation that the test possesses high efficiency .
Original languageEnglish
Title of host publicationThe 5th International Conference on Stochastic Methods (ICSM-5)
Subtitle of host publicationProceedings of the international scientific conference
EditorsДмитрий Владимирович Козырев
Place of PublicationМ.
PublisherРоссийский университет дружбы народов
Pages125-129
ISBN (Print)978-5-209-10386-8
StatePublished - 2020
EventTHE 5TH INTERNATIONAL CONFERENCE ON STOCHASTIC METHODS - Москва, Russian Federation
Duration: 23 Nov 202027 Nov 2020
http://www.intconfstochmet.ru/

Conference

ConferenceTHE 5TH INTERNATIONAL CONFERENCE ON STOCHASTIC METHODS
CountryRussian Federation
CityМосква
Period23/11/2027/11/20
Internet address

Keywords

  • Test for equality of two distributions
  • Asymptotic efficiency
  • Caushy distribution

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