On a goodness of fit test for the Cauchy distribution
Statistics Theory
2016-11-21 v1 Statistics Theory
Abstract
The paper discusses a test for the hypothesis that a random sample comes from the Cauchy distribution. The test statistics is derived from a characterization and is based on the characteristic function. Properties of the test are discussed and its performance measured by simulations. The test presented turns out to be extremely powerful in a wide range of alternatives.
Keywords
Cite
@article{arxiv.1611.06129,
title = {On a goodness of fit test for the Cauchy distribution},
author = {Emanuele Taufer},
journal= {arXiv preprint arXiv:1611.06129},
year = {2016}
}
Comments
10 pages, 3 tables