Tests for the goodness-of-fit of the Laplace distribution

被引：0
|
作者：
Chen, C [1 ]
机构：
[1] SAS Inst Inc, Applicat Div R4117, Cary, NC 27513 USA
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2002年 / 31卷 / 01期
关键词：
goodness-of-fit; empirical distribution function; two-sided exponentiality;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Tests based on EDF (the empirical distribution function) are given for the goodness-of-fit of the two-parameter Laplace distribution when one parameter or both parameters are unknown. Coefficients of polynomial functions for computing critical values of these tests are tabled. Power studies are reported to compare among these tests. The Anderson-Darling statistic A(2) gives the overall most powerful EDF tests followed by the Cramer-Von Mises statistic W-2.
引用
收藏
页码：159 / 174
页数：16
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