A Comparative Study of Goodness-of-Fit Tests for the Laplace Distribution
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Apostolos Batsidis, Polychronis Economou, Shaul Bar-Lev
2022 Volume 51, p91-123
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 theliterature. 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 generatedfrom 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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Date 2022-01-25
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