Modified goodness-of-fit test for the laplace distribution |
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| Authors: | Vincent C Yen Albert H Moore |
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| Institution: | 1. Wright-State University Dayton , OH 45435, USA;2. Air Force Institute Technology Wright-Patterson AFB , OH 45433, USA |
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| Abstract: | In this paper critical values of the Anderson-Darling and Cramacute]er-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 Cramacute]er-von Mises test. |
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| Keywords: | Anderson-Darling Cra[macute]er-von Mises Empirical Distribution Function Monte Carlo |
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