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

Apostolos Batsidis, Polychronis Economou, Shaul K. Bar-Lev

Research output: Contribution to journalArticlepeer-review


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.

Original languageEnglish
Pages (from-to)91-123
Number of pages33
JournalAustrian Journal of Statistics
Issue number2
StatePublished - 25 Jan 2022
Externally publishedYes

Bibliographical note

Publisher Copyright:
© 2022, Austrian Statistical Society. All rights reserved.


  • Goodness-of-fit
  • Laplace distribution
  • Monte Carlo study

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics


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