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JOURNALS // Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki // Archive

Kazan. Gos. Univ. Uchen. Zap. Ser. Fiz.-Mat. Nauki, 2006 Volume 148, Book 2, Pages 31–36 (Mi uzku543)

About distinguishing of BS-distribution from the family of GBS-distributions

I. N. Volodin, O. A. Dzhungurova, S. V. Simushkin

Kazan State University

Abstract: A likelihood-ratio test is constructed which distinguishes the Birnbaum–Saunders distribution from the family of the generalized Birnbaum–Saunders distributions. It is established that the asymptotical distribution of the test statistics is chi-square distribution with one degree of freedom. An accuracy of approximation is investigated by Monte–Carlo method.

UDC: 519.958

Received: 20.06.2006



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