CV


Hadi Alizadeh Noughabi

Hadi Alizadeh Noughabi

Associate Professor

Faculty: Mathematics and Statistics

Department: Statistics

Degree: Ph.D

CV
Hadi Alizadeh Noughabi

Associate Professor Hadi Alizadeh Noughabi

Faculty: Mathematics and Statistics - Department: Statistics Degree: Ph.D |

I am an Associate Professor of Statistics in the Department of Statistics, University of Birjand, Birjand, Iran. I received my B.Sc. in Statistics from University of Birjand, Birjand, Iran, in 2006; my M.Sc. in Statistics from Ferdowsi University of Mashhad, Mashhad, Iran, in 2009; and my Ph.D. in Statistics from the Ferdowsi University of Mashhad, Mashhad, Iran, in 2013. My research interests include goodness of fit, nonparametric inference, censoring methodology, and information theory.

نمایش بیشتر

TEST OF FIT FOR CAUCHY DISTRIBUTION BASED ON THE EMPIRICAL LIKELIHOOD RATIO WITH APPLICATION TO THE STOCK MARKET PRICE

Authors_
JournalJournal of Mahani Mathematical Research Center
Page number79-94
Serial number11
Volume number1
Paper TypeFull Paper
Published At2022
Journal GradeScientific - promoting
Journal TypeTypographic
Journal CountryIran, Islamic Republic Of

Abstract

Recently, it has been shown that the density based empirical likelihood concept extends and standardizes these methods, presenting a powerful approach for approximating optimal parametric likelihood ratio test statistics. In this article, we propose a density based empirical likelihood goodness of fit test for the Cauchy distribution. The properties of the test statistic are stated and the critical points are obtained. Power comparisons of the proposed test with some known competing tests are carried out via simulations. Our study shows that the proposed test is superior to the competitors in most of the considered cases and can confidently apply in practice. Finally, a financial data set is presented and analyzed.

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