Testing a differential condition and local normality of densities

Mynbayev, Kairat and Aipenova, Aziza (2013): Testing a differential condition and local normality of densities. Published in: News of the National Academy of Sciences of the Republic of Kazakhstan, physico-mathematical series , Vol. 5, No. 297 (2014): pp. 42-47.

Abstract

In this paper, we consider testing if a density satisfies a differential equation. This result can be applied to see if a density belongs to a particular family of distributions. For example, the standard normal density f(t) satisfies the differential equation f'(t)+tf(t)=0. If a density satisfies this equation at that point t, then it is called locally standard normal at that point. Thus, there is a practical need to test whether a density satisfies a certain differential equation. We consider a more general differential equation F(x)=0 involving f(x). We can test the null hypothesis H0: f satisfies the equation F(x)=0 against the alternative hypothesis Ha: F(x)≠0. The testing procedure is accompanied by an asymptotic normality statement.

• Item Type: MPRA Paper
• Language: English
• Keywords: testing; local normality test; alternative hypothesis; null hypothesis; asymptotic normality
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C14 - Semiparametric and Nonparametric Methods: General

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