Modified goodness-of-fit test for the laplace distribution
作者:
Vincent C. Yen,
Albert H. Moore,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1988)
卷期:
Volume 17,
issue 1
页码: 275-281
ISSN:0361-0918
年代: 1988
DOI:10.1080/03610918808812661
出版商: Marcel Dekker, Inc.
关键词: Anderson-Darling;Craḿer-von Mises;Empirical Distribution Function;Monte Carlo
数据来源: Taylor
摘要:
In this paper critical values of the Anderson-Darling and Craḿer-von Mises are given for the Laplace distribution for maximum likelihood estimation of the location and scale parameters. The power of these tests is investigated for a number of alternative distributions. The Anderson-Darling test yields higher power generally than the Craḿer-von Mises test.
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