Abstract
Tests are given for the Laplace or double exponential distribution. The test statistics are based on the empirical distribution function and include the families of Cramér-vonMises and Kolmogorov-Smirnov. Asymptotic theory is given, and asymptotic points are calculated, for the Cramér-von Mises family, and Monte Carlo points for finite samples are given forall the statistics. Power studies suggest that the Watson statistic is the most powerful for the common problem of testing Laplace against other symmetric distributions. An application of the Laplace distribution is in LAD (or L1) regression. This is also discussed in the article, with two examples. © 2000 Taylor & Francis Group, LLC.
| Original language | English |
|---|---|
| Pages (from-to) | 417-424 |
| Journal | Technometrics |
| Volume | 42 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 1 Jan 2000 |
Keywords
- Anderson-Darling statistic
- Cramér-von Mises statistic
- Double exponential
- Goodness of fit
- KolmogorovSmirnov statistics
- LAD regression
- Watson statistic