The 2nd Choi-Kim test T_{m,n}^{E} for the Laplace distribution is used
- to compute its statistic and p-value by calling function statcompute;
- to compute its quantiles by calling function compquant or many.crit;
- to compute its power by calling function powcomp.fast or powcomp.easy.
If m is not specified it assumes the default value from the Table 4 (Choi and Kim (2006))
which produces the maximum critical values of the test statistic.
Note that \(m < (n/2)\) where n is the sample size.
Pierre Lafaye de Micheaux, Viet Anh Tran (2016). PoweR: A Reproducible Research Tool to Ease Monte Carlo Power Simulation Studies for Goodness-of-fit Tests in R. Journal of Statistical Software, 69(3), 1--42. doi:10.18637/jss.v069.i03
Choi, B. and Kim, K. (2006), Testing goodness-of-fit for Laplace distribution based on maximum entropy, Statistics, 40(6), 517--531.
See Laplace.tests for other goodness-of-fit tests for the Laplace distribution.