A Goodness-of-fit Test for Exponentiality Based on the Memoryless Property |
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| Authors: | Ibrahim A. Ahmad,& Ibrahim A. Alwasel |
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| Affiliation: | Northern Illinois University, DeKalb, USA,;King Saud University, Riyadh, Saudi Arabia |
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| Abstract: | In this investigation a test of goodness of fit for exponentiality is proposed. This procedure applies equally whether the scale and/or the location parameters of the distribution are known or not. The limiting null and non-null distributions of the test statistic are normal under minimal conditions. Monte Carlo critical values for small sample sizes are given and the power of the test is calculated for various alternatives showing that it compares favourably relatively to other more complicated published procedures. |
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| Keywords: | Asymptotic normality Critical values Goodness-of-fit tests Limiting distribution Monte Carlo methods Power of Tests Testing exponentiality |
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