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TESTS FOR THE GOODNESS-OF-FIT OF THE LAPLACE DISTRIBUTION

ABSTRACT Tests based on EDF (the empirical distribution function) are given for the goodness-of-fit of the two-parameter Laplace distribution when one parameter or both parameters are unknown. Coefficients of polynomial functions for computing critical values of these tests are tabled. Power studies are reported to compare among these tests. The Anderson-Darling statistic A 2 gives the overall most powerful EDF tests followed by the Cramer-Von Mises statistic W 2.