A family of goodness-of-fit tests for the Cauchy distribution

Agnieszka  Pudełko

A family of goodness-of-fit tests for the Cauchy distribution

Publication date: 2012

Technical Transactions, 2012, Fundamental Sciences Issue 1-NP (18) 2012, pp. 11-25

https://doi.org/10.4467/2353737XCT.14.083.1860

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A family of goodness-of-fit tests for the Cauchy distribution

Abstract

A new family of goodness-of-fit test for the Cauchy distribution is proposed in the paper. Every member of this family is affine invariant and consistent against any non Cauchy distribution. Results of the Monte Carlo simulations performed to verify finite sample behaviour of the new tests are presented.

Keywords

Cauchy distribution, goodness-of-fit test, empirical characteristic function

References

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Information: Technical Transactions, 2012, Fundamental Sciences Issue 1-NP (18) 2012, pp. 11-25

DOI: https://doi.org/10.4467/2353737XCT.14.083.1860

Article type: Original article

Titles:

Polish:

A family of goodness-of-fit tests for the Cauchy distribution

English:

A family of goodness-of-fit tests for the Cauchy distribution

Authors

Agnieszka Pudełko

Institute of Culture, Jagiellonian University
ul. prof. Stanisława Łojasiewicza 4, 30-348 Kraków, Poland

Published at: 2012

Article status: Open

Licence: None

Percentage share of authors:

Agnieszka Pudełko (Author) - 100%

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Publication languages:

Polish

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