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Comparison of some tests of fit for the Laplace distribution

Author

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  • Best, D.J.
  • Rayner, J.C.W.
  • Thas, O.

Abstract

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.

Suggested Citation

  • Best, D.J. & Rayner, J.C.W. & Thas, O., 2008. "Comparison of some tests of fit for the Laplace distribution," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5338-5343, August.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:12:p:5338-5343
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    References listed on IDEAS

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    1. Gerda Claeskens & Nils Lid Hjort, 2004. "Goodness of Fit via Non‐parametric Likelihood Ratios," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(4), pages 487-513, December.
    2. Olivier Thas & J. C. W. Rayner, 2005. "Smooth Tests for the Zero-Inflated Poisson Distribution," Biometrics, The International Biometric Society, vol. 61(3), pages 808-815, September.
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    Cited by:

    1. González-Estrada, Elizabeth & Villaseñor, José A., 2016. "A ratio goodness-of-fit test for the Laplace distribution," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 30-35.
    2. Gel, Yulia R., 2010. "Test of fit for a Laplace distribution against heavier tailed alternatives," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 958-965, April.

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