Testing Normality Against The Laplace Distribution

Testing Normality Against The Laplace Distribution

Testing for normality.

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A New Modification in the Classical Laplace Distribution

‎Several modifications of the Laplace distribution have been introduced and applied in various fields up to this day‎. ‎In this paper‎,  ‎we introduce a modified symmetric version of the classical Laplace distribution‎.  ‎We provide a comprehensive theoretical description of this distribution‎. ‎In particular‎, ‎we derive the formulas for th...

Asymptotic Distribution of the Hermite Normality Test

This paper presents some asymptotical results of the Hermite Normality test previously introduced. We show that the Hermite statistic S H is distributed under the null hypothesis as a quadratic form of normal variates and under the nonnull hypothesis as normal. The special case of tests with two polynomials is studied in details. Finally, we give some considerations for the choice of a best Her...

Esscher-transformed Laplace distribution revisited

We show that the family of Esscher-transformed Laplace distributions is a subclass of asymmetric Laplace laws. AMS 2000 classification: primary 60E05; secondary 62P05