Goodness-of-fit tests for exponentiality based on a loss-of-memory type functional equation |
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Authors: | John E Angus |
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Institution: | Hughes Aircraft Company, Fullerton, California, USA |
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Abstract: | Three goodness-of-fit tests for exponentiality based on the functional equation characterization 1?F(2x)=1?F(x)]2 for every x?0 are proposed and shown to compare well to several popular tests against common alternative cdf's. Small-sample critical values for α=0.10,0.05 are developed for the two superior test statistics and the asymptotic null-distributions are characterized. |
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Keywords: | 62G10 62G30 Exponential Distribution Tests Based on Characterizations Order-Statistic Characterization Memoryless Property |
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