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Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data
Authors:
S. Rao Jammalamadaka a;
Emanuele Taufer b
| Affiliations: | a Department of Statistics and Applied Probability, University of California, Santa Barbara, CA, USA |
| b Department of Computer and Management Sciences, University of Trento, Trento, Italy |
DOI:
10.1080/10485250310001638102
Publication Frequency:
8 issues per year
Published in:
Journal of Nonparametric Statistics,
Volume
15,
Issue
6
December
2003
, pages 719
- 729
Journal of Nonparametric Statistics,
Volume
15,
Issue
6
December
2003
, pages 719
- 729
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 30
Formats available:
PDF
(English)
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Abstract
We introduce new goodness of fit tests for exponentiality by using a characterization based on normalized spacings. We provide relevant asymptotic theory for these tests and study their efficiency. An empirical power study and comparisons are also provided.
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| Keywords: Test for exponentiality; Kolmogorov-Smirnov statistics; Omega square statistics; Brownian Bridge; Asymptotic efficiency |
| view references (30) : view citations |
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