Goodness of fit tests for the skew-Laplace distribution

The skew-Laplace distribution is frequently used to fit the logarithm of particle sizes and it is also used in Economics, Engineering, Finance and Biology. We show the Anderson-Darling and Cram´ er-von Mises goodness of fit tests for this distribution.

Bibliographic Details
Authors: Puig, Pedro, Stephens, Michael A.
Format: article
Publication Date:2007
Country:España
Institution:Universitat Politècnica de Catalunya (UPC)
Repository:UPCommons. Portal del coneixement obert de la UPC
Language:English
OAI Identifier:oai:upcommons.upc.edu:2099/3806
Online Access:https://hdl.handle.net/2099/3806
Access Level:Open access
Keyword:Inference
Inferència
Classificació AMS::62 Statistics::62G Nonparametric inference
Description
Summary:The skew-Laplace distribution is frequently used to fit the logarithm of particle sizes and it is also used in Economics, Engineering, Finance and Biology. We show the Anderson-Darling and Cram´ er-von Mises goodness of fit tests for this distribution.