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

摘要

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