A review of tests for exponentiality

A wide selection of tests for exponentiality is considered. Distributions of test statistics under true null hypothesis are studied and power of tests is estimated by means of methods of statistical simulation. A comparative analysis of power of tests with respect to competing alternatives with diff...

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Hauptverfasser: Rogozhnikov, Andrey P., Lemeshko, Boris Yu
Format: Tagungsbericht
Sprache:eng
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Zusammenfassung:A wide selection of tests for exponentiality is considered. Distributions of test statistics under true null hypothesis are studied and power of tests is estimated by means of methods of statistical simulation. A comparative analysis of power of tests with respect to competing alternatives with different shapes of hazard rate function is conducted. The conclusions are made on preference of one test or another under presence of specific competing alternatives.
DOI:10.1109/APEIE.2012.6629166