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.
|Number of pages||33|
|Journal||Austrian Journal of Statistics|
|State||Published - 25 Jan 2022|
Bibliographical notePublisher Copyright:
© 2022, Austrian Statistical Society. All rights reserved.
- Laplace distribution
- Monte Carlo study
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics