Tests of Fit for the Cauchy Distribution Based on the Empirical Distribution Function

Abstract

Points are given for testing goodness of fit to the Cauchy distribution, with unknown location and/or scale parameters. The tests are based on the empirical distribution function, and the asymptotic points round off work begun by Darling (1955) on the asymptotic theory of test statistics. Monte Carlo points are given for finite n and some discussion of power is included.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Dec 02, 1991
Accession Number
ADA243201

Entities

People

  • M. A. Stephens

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Distribution Functions
  • Estimators
  • Gaussian Processes
  • Goodness Of Fit Tests
  • Information Science
  • Mathematics
  • Military Research
  • Normal Distribution
  • Order Statistics
  • Probability
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Statistical inference.