A new goodness-of-fit test for the Cauchy distribution

DOI10.32372/chjs.15-01-03MaRDI QIDQ6651106

Hadi Alizadeh Noughabi, Mohammad Shafaei Noughabi

Publication date: 10 December 2024

Published in: Chilean Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

critical pointsMonte Carlo simulationKullback-Leibler informationCauchy distributionpower study

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Cites Work

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• A new goodness-of-fit test for the logistic distribution
• Entropy-based goodness-of-fit test for exponentiality
• Lévy stable distributions for velocity and velocity difference in systems of vortex elements
• Powerful Goodness-of-fit Tests Based on the Likelihood Ratio
• A new estimator of Kullback–Leibler information and its application in goodness of fit tests
• Critical value functions for likelihood-ratio tests for normality
• Financial modeling with heavy-tailed stable distributions

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