A class of tests for exponentiality based on a continuum of moment conditions

Title:

A class of tests for exponentiality based on a continuum of moment conditions

Creator:

Meintanis, Simos G.

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:c8fd3e57-cb54-4448-b6a7-73aca1d53857
uuid:c8fd3e57-cb54-4448-b6a7-73aca1d53857

Subject:

goodness-of-fit test, empirical moments, ageing distributions, and Bahadur efficiency

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

The empirical moment process is utilized to construct a family of tests for the null hypothesis that a random variable is exponentially distributed. The tests are consistent against the 'new better than used in expectation' (NBUE) class of alternatives. Consistency is shown and the limit null distribution of the test statistic is derived, while efficiency results are also provided. The finite-sample properties of the proposed procedure in comparison to more standard procedures are investigated via simulation.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[946]-959

Source:

Kybernetika | 2009 Volume:45 | Number:6

Harvested from:

CDK

Metadata only:

false