Accession Number:

ADA243201

Title:

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

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

• Stephens, M. A.

Report Date:

1991-12-02

Pagination or Media Count:

19.0

Abstract:

Points are given for testing goodness of fit to the Cauchy distribution, with unknown location andor 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.

Descriptors:

• *DISTRIBUTION
• STATISTICAL TESTS
• GOODNESS OF FIT TESTS
• ASYMPTOTIC SERIES
• DISTRIBUTION FUNCTIONS
• CAUCHY PROBLEM
• PARAMETERS
• SCALE

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE