Statistics Seminars: The Probability Weighted Empirical Characteristic Function and Goodness-of-Fit Testing
25 February 2013 14:00 in CM221
We introduce the notion of the probability weighted characteristic function (PWCF), which is a generalization of the characteristic function of a probability distribution. Then some of its asymptotic properties are studied, such as the weak convergence of the corresponding probability weighted empirical characteristic function process. The potential use of the PWCF in goodness-of-fit testing is examined.
Contact email@example.com for more information