Goodness of fit tests for the skew-Laplace distribution

Pedro Puig, Michael A. Stephens

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Abstract

The skew-Laplace distribution is frequently used to fit the logarithm of particle sizes and it is also used in Economics, Engineering, Finance and Biology. We show the Anderson-Darling and Cramér-von Mises goodness of fit tests for this distribution.
Original languageEnglish
Pages (from-to)45-54
JournalSORT
Volume31
Issue number1
Publication statusPublished - 1 Jan 2007

Keywords

  • Anderson-Darling statistic
  • Cramér-von Mises statistic
  • Maximum likelihood estimator
  • Non-regular models

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