Comparison of some tests of fit for the Laplace distribution

被引：7

作者：

Best, D. J. ^{[1
]}

Rayner, J. C. W. ^{[1
]}

Thas, O. ^{[2
]}

机构：

[1] Univ Newcastle, Sch Math & Phys Sci, Callaghan, NSW 2308, Australia

[2] Univ Ghent, Dept Appl Math Bametr & Proc Control, B-9000 Ghent, Belgium

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2008年 / 52卷 / 12期

关键词：

D O I：

10.1016/j.csda.2008.05.023

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Tests for the Laplace distribution based on the sample skewness and kurtosis coefficients are shown to be related to components of smooth tests of goodness of fit and are compared with a number of tests including the Anderson-Darling test, a new data-driven smooth test, a new empirical characteristic function based test and a new maximum entropy test. This last would be our slight preference as the test of choice for testing for the Laplace distribution. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：5338 / 5343

页数：6

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