A new weighted integral goodness-of-fit statistic for exponentiality
We propose a new weighted integral goodness-of-fit statistic for exponentiality. The statistic is motivated by a characterization of the exponential distribution via the mean residual life function. Its limit null distribution is the same as that of a certain weighted integral of the squared Brownia...
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Veröffentlicht in: | Statistics & probability letters 2008-06, Vol.78 (8), p.1006-1016 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | We propose a new weighted integral goodness-of-fit statistic for exponentiality. The statistic is motivated by a characterization of the exponential distribution via the mean residual life function. Its limit null distribution is the same as that of a certain weighted integral of the squared Brownian bridge. The Laplace transform and cumulants of the latter are expressible in terms of Bessel functions. |
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ISSN: | 0167-7152 1879-2103 |
DOI: | 10.1016/j.spl.2007.09.060 |