Abstract
A test of fit for the exponential distribution is presented, which is based on transformed observations and a new estimator for the scale parameter. The asymptotic null distribution of the test statistic is obtained and the consistency of the test is discussed. Monte Carlo simulation results on a power comparison study show that the proposed test is competitive under the considered families of alternatives and sample sizes.
Citation
J. A. Villaseñor. E. González-Estrada. "On testing exponentiality based on a new estimator for the scale parameter." Braz. J. Probab. Stat. 34 (4) 809 - 820, October 2020. https://doi.org/10.1214/19-BJPS461
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