New goodness of fit tests for the Cauchy distribution |
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| Authors: | M. Mahdizadeh Ehsan Zamanzade |
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| Affiliation: | 1. Department of Statistics, Hakim Sabzevari University, Sabzevar, Iran;2. Department of Statistics, University of Isfahan, Isfahan, Iran |
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| Abstract: | Some goodness-of-fit procedures for the Cauchy distribution are presented. The power comparisons indicate that the new tests possess good performances among the competitors, especially against symmetric alternatives. A financial data set is analyzed for illustration. |
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| Keywords: | Heavy-tailed distributions Kullback–Leibler distance likelihood ratio |
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