Testing convexity of a discrete distribution
Abstract
Based on the convex least-squares estimator, we propose two different procedures for testing convexity of a probability mass function supported on N with an unknown finite support. The procedures are shown to be asymptotically calibrated.
- Publication:
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arXiv e-prints
- Pub Date:
- January 2017
- DOI:
- 10.48550/arXiv.1701.04367
- arXiv:
- arXiv:1701.04367
- Bibcode:
- 2017arXiv170104367B
- Keywords:
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- Mathematics - Statistics Theory