New goodness of fit tests for the Cauchy distribution

M. Mahdizadeh and Ehsan Zamanzade

Journal of Applied Statistics, 2017, vol. 44, issue 6, 1106-1121

Abstract: Some goodness-of-fit procedures for the Cauchy distribution are presented. The power comparisons indicate that the new tests possess good performances among the competitors, especially against symmetric alternatives. A financial data set is analyzed for illustration.

Date: 2017
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DOI: 10.1080/02664763.2016.1193726

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