A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics.

DOI10.1023/A:1013704326683zbMath1059.62048OpenAlexW1562488821MaRDI QIDQ1771834

František Rublík

Publication date: 19 April 2005

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1013704326683

zbMATH Keywords

sample quantileschi-squared statisticsgoodness-of-fit, Cauchy distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30)

Related Items (6)

Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution ⋮ Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution ⋮ Characterizations of the maximum likelihood estimator of the Cauchy distribution ⋮ Hodges-Lehmann Scale Estimator for Cauchy Distribution ⋮ A simple method for estimating parameters of the location–scale distribution family ⋮ Linear estimation for the extended exponential power distribution

Cites Work

• Two approaches to grouping of data and related disparity statistics
• An analysis of variance test for normality (complete samples)
• Sample Criteria for Testing Outlying Observations
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