On a goodness of fit test for the Cauchy distribution
classification
🧮 math.ST
stat.TH
keywords
testcauchydistributionalternativescharacteristiccharacterizationcomesderived
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The paper discusses a test for the hypothesis that a random sample comes from the Cauchy distribution. The test statistics is derived from a characterization and is based on the characteristic function. Properties of the test are discussed and its performance measured by simulations. The test presented turns out to be extremely powerful in a wide range of alternatives.
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