Displaying similar documents to “Components of the Pearson-Fisher chi-squared statistic.”

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

František Rublík (2001)

Applications of Mathematics

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A test statistic for testing goodness-of-fit of the Cauchy distribution is presented. It is a quadratic form of the first and of the last order statistic and its matrix is the inverse of the asymptotic covariance matrix of the quantile difference statistic. The distribution of the presented test statistic does not depend on the parameter of the sampled Cauchy distribution. The paper contains critical constants for this test statistic, obtained from 50 000 simulations for each sample size...