Photo by efekurnaz from unsplash
ABSTRACT A Gaussian random function is a functional version of the normal distribution. This paper proposes a statistical hypothesis test to test whether or not a random function is a… Click to show full abstract
ABSTRACT A Gaussian random function is a functional version of the normal distribution. This paper proposes a statistical hypothesis test to test whether or not a random function is a Gaussian random function. A parameter that is equal to 0 under Gaussian random function is considered, and its unbiased estimator is given. The asymptotic distribution of the estimator is studied, which is used for constructing a test statistic and discussing its asymptotic power. The performance of the proposed test is investigated through several numerical simulations. An illustrative example is also presented.
Journal Title: Statistics
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!