A Novel Goodness-of-Fit Test for Cauchy Distribution
Küçük Resim Yok
Tarih
2023
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Hindawi Ltd
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
Recently, several goodness-of-fit tests for Cauchy distribution have been introduced based on Kullback-Leibler divergence and likelihood ratio. It is claimed that these tests are more powerful than the well-known goodness-of-fit tests such as Kolmogorov-Smirnov, Anderson-Darling, and Cramer-von Mises under some cases. In this study, a novel goodness-of-fit test is proposed for the Cauchy distribution and the asymptotic null distribution of the test statistic is derived. The critical values of the proposed test are also determined through a Monte Carlo simulation for different sample sizes. The power analysis shows that the proposed test is more powerful than the current tests under certain cases.
Açıklama
Anahtar Kelimeler
[Keyword Not Available]
Kaynak
Journal Of Mathematics
WoS Q Değeri
Scopus Q Değeri
Q3
Cilt
2023
