CHARACTERIZATIONS OF A LOCATION-SCALE FAMILY OF DISTRIBUTIONS DEFINED BY A SYMMETRIC DISTRIBUTION

Truc T. Nguyen (U. S. A.), Arjun K. Gupta (U. S. A.), Leandro Pardo (Spain) and Khoan T. Dinh (U. S. A.)

Received October 20, 2007

Abstract

Characterizations of a family of distributions with location and scale parameters are given. These characterizations can be used as transformations in the procedure to construct an EDF (empirical distribution function) goodness-of-fit test for this family.

Keywords and phrases: conditional density function, characteristic function, goodness-of-fit test, Laplace distribution.