{"title":"A Comparative Study of Goodness-of-Fit Tests for the Laplace Distribution","authors":"A. Batsidis, P. Economou, S. Bar-Lev","doi":"10.17713/ajs.v51i2.1251","DOIUrl":null,"url":null,"abstract":"The Laplace distribution is one of the earliest distributions in probability theory and is a frequently used distribution in many fields. Consequently, various goodness-of-fit tests for the Laplace distribution have been thoroughly derived in theliterature. The purpose of this paper is to carry out a comparative study of these tests as well as a new one we develop. Power comparisons of all such tests are performed via Monte Carlo simulations of sample data generatedfrom twenty seven alternatives distributions. Despite the fact that no single test was found to be most powerful in all situations, several useful recommendations however are made.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"39 1","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2022-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Austrian Journal of Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.17713/ajs.v51i2.1251","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1
Abstract
The Laplace distribution is one of the earliest distributions in probability theory and is a frequently used distribution in many fields. Consequently, various goodness-of-fit tests for the Laplace distribution have been thoroughly derived in theliterature. The purpose of this paper is to carry out a comparative study of these tests as well as a new one we develop. Power comparisons of all such tests are performed via Monte Carlo simulations of sample data generatedfrom twenty seven alternatives distributions. Despite the fact that no single test was found to be most powerful in all situations, several useful recommendations however are made.
期刊介绍：
The Austrian Journal of Statistics is an open-access journal (without any fees) with a long history and is published approximately quarterly by the Austrian Statistical Society. Its general objective is to promote and extend the use of statistical methods in all kind of theoretical and applied disciplines. The Austrian Journal of Statistics is indexed in many data bases, such as Scopus (by Elsevier), Web of Science - ESCI by Clarivate Analytics (formely Thompson & Reuters), DOAJ, Scimago, and many more. The current estimated impact factor (via Publish or Perish) is 0.775, see HERE, or even more indices HERE. Austrian Journal of Statistics ISNN number is 1026597X Original papers and review articles in English will be published in the Austrian Journal of Statistics if judged consistently with these general aims. All papers will be refereed. Special topics sections will appear from time to time. Each section will have as a theme a specialized area of statistical application, theory, or methodology. Technical notes or problems for considerations under Shorter Communications are also invited. A special section is reserved for book reviews.
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