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Goodness-of-fit tests for exponentiality based on a loss-of-memory type functional equation
Authors:John E Angus
Institution:Hughes Aircraft Company, Fullerton, California, USA
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.
Keywords:62G10  62G30  Exponential Distribution Tests Based on Characterizations  Order-Statistic Characterization  Memoryless Property
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