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Start Over Subject goodness-of-fit test

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

Creator:
Meintanis, Simos G.
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
goodness-of-fit test, empirical moments, ageing distributions, and Bahadur efficiency
Language:
English
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.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

2. Test for expponentiality against Weibull and Gamma decreasing hazard rate alternatives

Creator:
Meintanis, Simos G.
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
goodness-of-fit test, empirical Laplace transform, and likelihood test
Language:
English
Description:
A sub-exponential Weibull random variable may be expressed as a quotient of a unit exponential to an independent strictly positive stable random variable. Based on this property, we propose a test for exponentiality which is consistent against Weibull and Gamma distributions with shape parameter less than unity. A comparison with other procedures is also included.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public