Cramér-von Mises statistic for testing exponentiality with censored samples

Abstract

The modified form of the Cramér-von Mises statistic is employed for the problem of testing exponentiality with type I censored samples, in the presence of an unknown scale parameter θ. The asymptotic distribution of the Cramér-von Mises statistic is established when θ is estimated by its maximum likelihood estimator θ ^ ⁠ . Percentiles of the asymptotic distribution are obtained for various levels of censoring.