Tests of fit for the laplace distribution, with applications

Pedro Puig, Michael A. Stephens

Research output: Contribution to journalArticleResearchpeer-review

56 Citations (Scopus)


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 languageEnglish
Pages (from-to)417-424
Issue number4
Publication statusPublished - 1 Jan 2000


  • Anderson-Darling statistic
  • Cramér-von Mises statistic
  • Double exponential
  • Goodness of fit
  • KolmogorovSmirnov statistics
  • LAD regression
  • Watson statistic


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