We study the Laughlin wave function on the cylinder. We find it only describes an incompressible fluid when the two lengths of the cylinder are comparable. As the radius is made smaller at fixed area, we observe a continuous transition to the charge-density-wave Tao-Thouless state. We also present some exact properties of the wave function in its polynomial form. We then study the edge excitations of the quantum Hall incompressible fluid modeled by the Laughlin wave function. The exponent describing the fluctuation of the edge predicted by recent theories is shown to be identical with numerical calculations. In particular, we obtain the occupation amplitudes of edge state n(k) for four to ten electron-size systems. When plotted as a function of the scaled wave vector they become essentially free of finite-size effects. The resulting curve obtains a very good agreement with the appropriate infinite-size Calogero-Sutherland model occupation numbers. Finally, we numerically obtain n(k) of the edge excitations for some pairing states which may be relevant to the \ensuremath{\nu}=5/2 incompressible Hall state.