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

Authors

  • Apostolos Batsidis Dr
  • Polychronis Economou
  • Shaul Bar-Lev

DOI:

https://doi.org/10.17713/ajs.v51i2.1251

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 the
literature. 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 generated
from 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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Published

2022-01-25

How to Cite

Batsidis, A., Economou, P., & Bar-Lev, S. (2022). A Comparative Study of Goodness-of-Fit Tests for the Laplace Distribution. Austrian Journal of Statistics, 51(2), 91–123. https://doi.org/10.17713/ajs.v51i2.1251

Issue

Vol. 51 No. 2 (2022): Regular Issue

Section

Articles

License

Copyright (c) 2022 Apostolos Batsidis, Polychronis Economou, Shaul Bar-Lev

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