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A family of IDMRL tests with unknown turning point |
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| Authors: | Myung Hwan Na Sangyeol Lee |
| Affiliation: | 1. Chonnam National University, Department of Statistics , 300 Yongbong-dong Buk-ku, Gwangju, Korea , 500-757nmh@chonnam.ac.kr;3. Seoul National University, Department of Statistics , Seoul, Korea , 151-742 |
| Abstract: | In this paper we propose a family of tests for exponentiality against the IDMRL alternative. Here we assume that the turning point or the proportion before the turning point is unknown. We derive the asymptotic null distributions of the test statistics and obtain their asymptotic critical values based on Durbin's approximation method. A simulation study is conducted to evaluate the proposed tests. |
| Keywords: | Exponential test IDMRL alternative Asymptotic distribution Durbin's approximation method |