Informational energy-based goodness-of-fit test for Laplace distribution

Havva Alizadeh Noughabi and Jalil Jarrahiferiz

International Journal of Information and Decision Sciences, 2019, vol. 11, issue 3, 256-267

Abstract: In this paper, a goodness-of-fit test for the Laplace distribution based on the informational energy is proposed. Consistency and other properties of the proposed test are shown. It is shown that the distribution of the proposed test statistic does not depend on the location and scale parameters. Using a simulation study, critical values of the test statistic are obtained. A Monte Carlo study for the power of the proposed test is carried out against symmetric and asymmetric alternatives. The power values of the proposed test are compared with power values of some well-known competing tests. Finally, two illustrative examples are presented and analysed.

Keywords: informational energy; goodness-of-fit test; Laplace distribution; Monte Carlo simulation; test power. (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:ids:ijidsc:v:11:y:2019:i:3:p:256-267

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