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arXiv · 1611.06129

On a goodness of fit test for the Cauchy distribution

Emanuele Taufer
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Abstract

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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Emanuele Taufer. 2016-11-18. On a goodness of fit test for the Cauchy distribution. https://arxiv.org/abs/1611.06129

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