Abstract
A hypothesis test for analyzing the degree of similarity between the expected value of a random interval and a fixed interval is introduced. It is based on a measure of the similarity between classical convex sets proposed in the literature. Asymptotic techniques are firstly applied to analyze the limit distribution of the proposed test statistic. Afterwards, a bootstrap approach is presented to better approximate the sampling distribution. Finally, the performance of the test is investigated by means of simulation studies.
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Ramos-Guajardo, A.B. (2015). Similarity Test for the Expectation of a Random Interval and a Fixed Interval. In: Grzegorzewski, P., Gagolewski, M., Hryniewicz, O., Gil, M. (eds) Strengthening Links Between Data Analysis and Soft Computing. Advances in Intelligent Systems and Computing, vol 315. Springer, Cham. https://doi.org/10.1007/978-3-319-10765-3_21
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DOI: https://doi.org/10.1007/978-3-319-10765-3_21
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-10764-6
Online ISBN: 978-3-319-10765-3
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