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Informational energy-based goodness-of-fit test for Laplace distribution

Informational energy-based goodness-of-fit test for Laplace distribution In this paper, a goodness-of-fit test for the Laplace distribution based on the informational energy is proposed. Consistency and other properties of the proposed test are shown. It is shown that the distribution of the proposed test statistic does not depend on the location and scale parameters. Using a simulation study, critical values of the test statistic are obtained. A Monte Carlo study for the power of the proposed test is carried out against symmetric and asymmetric alternatives. The power values of the proposed test are compared with power values of some well-known competing tests. Finally, two illustrative examples are presented and analysed. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png International Journal of Information and Decision Sciences Inderscience Publishers

Informational energy-based goodness-of-fit test for Laplace distribution

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Publisher
Inderscience Publishers
Copyright
Copyright © Inderscience Enterprises Ltd
ISSN
1756-7017
eISSN
1756-7025
DOI
10.1504/IJIDS.2019.102022
Publisher site
See Article on Publisher Site

Abstract

In this paper, a goodness-of-fit test for the Laplace distribution based on the informational energy is proposed. Consistency and other properties of the proposed test are shown. It is shown that the distribution of the proposed test statistic does not depend on the location and scale parameters. Using a simulation study, critical values of the test statistic are obtained. A Monte Carlo study for the power of the proposed test is carried out against symmetric and asymmetric alternatives. The power values of the proposed test are compared with power values of some well-known competing tests. Finally, two illustrative examples are presented and analysed.

Journal

International Journal of Information and Decision SciencesInderscience Publishers

Published: Jan 1, 2019

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