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Testing the Gumbel hypothesis by Galton's ratio |
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| Authors: | Johan Segers Jef Teugels |
| Institution: | (1) Departement Wiskunde, Katholieke Universiteit Leuven, Celestijnenlaan 200B, B-3001 Heverlee, Belgium;(2) Departement Wiskunde, Katholieke Universiteit Leuven, Celestijnenlaan 200B, B-3001 Heverlee, Belgium |
| Abstract: | We study a generalization of a ratio of spacings introduced by Galton in 1902. The ratio proves to be an important building block in the construction of a large sample test for the hypothesis that a distribution from an extremal domain of attraction belongs to the domain of attraction of the Gumbel law. |
| Keywords: | extremal law domain of extremal attraction Gumbel law hypothesis test Galton's ratio |
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