A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics.
type: Item
instance of: scholarly article
title: A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics.
zbMATH Open document ID: 1059.62048
DOI: 10.1023/A:1013704326683
author: František Rublík
published in: Applications of Mathematics
publication date: 2005-04-19T00:00:00Z
review text: The author presents a test statistic for testing goodness-of-fit of the Cauchy distribution. This statistic has the shape of a quadratic form of the first and the last order statistic and its distribution does not depend on the real parameter of the sampled Cauchy distribution. Critical constants for this test statistic are evaluated on the basis of 50 000 simulations for each considered sample size. A simulation study is done to compare this test statistic with the Anderson-Darling, Kolmogorov-Smirnov and the von Mises test statistics in the sense of their powers under several alternatives. Results for the considered alternatives show that the presented test statistic is more powerful for testing the goodness-of-fit of the Cauchy distribution than the other mentioned statistics.
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 2158713
zbMATH Keywords: sample quantiles
zbMATH Keywords: chi-squared statistics
zbMATH Keywords: goodness-of-fit, Cauchy distribution
MaRDI profile type: Publication
cites work: Q4302491
cites work: Q4882537
cites work: Sample Criteria for Testing Outlying Observations
cites work: Q5543905
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full work available at URL: a:1013704326683
OpenAlex ID: W1562488821
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description: scientific article; zbMATH DE number 2158713