[Turing-Southampton] S3RI seminar: Maria Dolores Jimenez-Gamero, Thursday 2-3pm

Helen Ogden h.e.ogden at soton.ac.uk
Mon Mar 4 08:06:22 GMT 2019


Dear all,

On Thursday (7 March) at 2pm in 54 / 7035 (7B), we have an S3RI seminar 
from Maria Dolores Jimenez-Gamero (University of Seville)on 
"Goodness-of-fit tests based on the characteristic function". Details 
are given below.

The talk will be followed by tea and cake in the staff reading room on 
level 4 of building 54.

All are welcome!

Best wishes,

Helen


Goodness-of-fit tests based on the characteristic function

Maria Dolores Jimenez-Gamero, University of Seville

A classical problem in Statistics is that of checking if the law of the 
data belongs to a certain parametric family of distributions (the null 
hypothesis), which is usually called the goodness-of-fit (GoF) problem. 
A usual strategy to test GoF consists in comparing a nonparametric 
estimator of a function characterizing the data distribution to a 
parametric estimator of such function, constructed by assuming that the 
null hypothesis is true. A common choice for that function is the 
distribution function, although other choices are possible. In this 
talk, we review GoF tests based on the characteristic function, putting 
special emphasis on testing normality.


For the current schedule of S3RI seminars, see 
https://tinyurl.com/s3riseminar

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