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

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Goodness of fit Laplace distribution Laplace transform Mathematics Monte Carlo method Anderson–Darling test Applied mathematics Distribution (mathematics) Statistics Statistical physics Statistical hypothesis testing Kolmogorov–Smirnov test Mathematical analysis Physics

Apostolos Batsidis , Polychronis Εconomou , Shaul K. Bar‐Lev ·

YOU? · · 2022 · Open Access · · DOI: https://doi.org/10.17713/ajs.v51i2.1251 · OA: W4210795181

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.