A Goodness-of-fit Test for Exponentiality Based on the Memoryless Property
Ibrahim A. Ahmad, Ibrahim A. Alwasel
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1999 · Volume 61 · Issue 3
Abstract
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.
Keywords
Asymptotic normality, Critical values, Goodness-of-fit tests, Limiting distribution, Monte Carlo methods, Power of Tests, Testing exponentiality
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