One-sample test for the alpha-stable distribution - MathOverflow most recent 30 from http://mathoverflow.net 2013-05-21T15:20:55Z http://mathoverflow.net/feeds/question/119425 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/119425/one-sample-test-for-the-alpha-stable-distribution One-sample test for the alpha-stable distribution vkrouglov 2013-01-20T21:03:49Z 2013-01-20T21:03:49Z <p>Hi,</p> <p>This is a repost of the question from <a href="http://math.stackexchange.com/questions/281920/one-sample-prametric-test-for-stable-distributions/281929#281929" rel="nofollow">http://math.stackexchange.com/questions/281920/one-sample-prametric-test-for-stable-distributions/281929#281929</a>. </p> <p>For my needs the K-S test appears to unapplicable due to a small number of observations. Maybe there are some alpha-stable specific statistics that can have better confidence interval</p> <p>Thanks, </p>