A Comparative Study of Goodness-of-Fit Tests for the Laplace Distribution

IF 0.6 Q4 STATISTICS & PROBABILITY

Austrian Journal of Statistics Pub Date : 2022-01-25 DOI:10.17713/ajs.v51i2.1251

A. Batsidis, P. Economou, S. Bar-Lev

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.

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拉普拉斯分布拟合优度检验的比较研究

拉普拉斯分布是概率论中最早的分布之一，也是许多领域中经常使用的分布。因此，拉普拉斯分布的各种拟合优度检验已经在文献中得到了完整的推导。本文的目的是对这些测试进行比较研究，以及我们开发的新测试。所有这些测试的功率比较都是通过蒙特卡罗模拟从27个备选分布中生成的样本数据来进行的。尽管没有发现一种测试在所有情况下都是最有效的，但还是提出了一些有用的建议。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Austrian Journal of Statistics STATISTICS & PROBABILITY-

CiteScore

1.10

自引率

0.00%

发文量

审稿时长

24 weeks

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.