I plotted a histogram density of my data and its smooth version using the
normal kernel function. I tried to plot the estimated PDF (Laplacian &
Generalised Gaussian) estimated using maximum likelihood method on top as
well. Graphically, its seems that Laplacian wil fit thr histogram density
graph better while the Generalised Gaussian will fit the smooth version
(i.e. the kernel densoty version).
What justification I could made from here?? Which one will fit better
then??Or do I need to perform so goodness-of-fit test before I could say
which estimated PDF will fit better??
Thanks..
CCC
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