Tests of fit for the laplace distribution, with applications

被引：56

作者：

Puig, P ^{[1
]}

Stephens, MA

机构：

[1] Univ Autonoma Barcelona, Dept Matemat, Unitat Estadist & Invest Operativa, Bellaterra 08193, Spain

[2] Simon Fraser Univ, Dept Math & Stat, Burnaby, BC V5A 1S6, Canada

来源：

TECHNOMETRICS | 2000年 / 42卷 / 04期

关键词：

Anderson-Darling statistic; Cramer-von Mises statistic; double exponential; goodness of fit; Kolmogorov-Smirnov statistics; LAD regression; Watson statistic;

D O I：

10.2307/1270952

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 are given for the Laplace or double exponential distribution. The test statistics are based on the empirical distribution function and include the families of Cramer-von Mises and Kolmogorov-Smirnov. Asymptotic theory is given, and asymptotic points are calculated, for the Cramer-von Mises family, and Monte Carlo points for, finite samples are given for all the statistics. Power studies suggest that the Watson statistic is the most powerful for the common problem of testing Laplace against other symmetric distributions. An application of the Laplace distribution is in LAD (or L-1) regression. This is also discussed in the article, with two examples.

引用

页码：417 / 424

页数：8

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