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, physicomathematical series , Vol. 5, No. 297 (2014): pp. 4247.

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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 

Original Title:  Testing a differential condition and local normality of densities 
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 
Item ID:  87045 
Depositing User:  Kairat Mynbaev 
Date Deposited:  02 Jun 2018 14:42 
Last Modified:  02 Jun 2018 14:43 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/87045 