A Test of Exponentiality Vs. Monotone-Hazard Alternatives Derived from the Empirical Characteristic Function
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1986 · Volume 48 · Issue 2
DOI: 10.1111/j.2517-6161.1986.tb01403.x
Abstract
A test of exponentiality is proposed which is consistent for alternatives with monotone failure rate. Derived as a weighted integral of the difference between the characteristic functions of the sample and of the exponential distribution, the scale-invariant statistic depends on the mean value of the exponential density function, evaluated at the sample observations. The power of the test is similar to that of the Gini test of Gail and Gastwirth (1978b), and both compare favourably with other leading tests of exponentiality.
Keywords
failure rate, hazard rate, new better than used, tests of fit
Enable JavaScript for citation tools and additional paper interactions.