Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1999 · 40 citations · 8 references
Natural SciencesBiostatisticsPsychometricsStatisticsTest ConstructionHypothesis TestingInferential StatisticsStatistical InferenceGoodness-of-fitGoodness-of-fit AssessmentGoodness-of-fit TestingGoodness-of-fit TestsMonte Carlo AnalysisMonte Carlo Goodness-of-fitMonte Carlo SamplingTest Statistic
Summary 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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