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

• Authors: Agnieszka Pudełko
• Languages of publication: PL

Abstracts

PL

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

PL

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

• Publisher: [unknown2]
• Journal: Czasopismo Techniczne
• Year: -

Dates

online

2015-05-07

Contributors

author

Agnieszka Pudełko