Journal of Statistical Computation and Simulation, ( ISI ), Volume (81), No (4), Year (2011-4) , Pages (511-516)

Title : ( Testing exponentiality using transformed data )

Authors: Hadi Alizadeh Noughabi , Nasser Reza Arghami ,

Citation: BibTeX | EndNote

Abstract

In this paper,we introduce a test for uniformity and use it as the second stage of an exact goodness-of-fit test of exponentiality. By simulation, the powers of the proposed test under various alternatives are compared with exponentiality test based on Kullback–Leibler information proposed by Ebrahimi et al. [N. Ebrahimi, M. Habibullah, and E.S. Soofi, Testing exponentiality based on Kullback–Leiber information, J. R. Statist. Soc. Ser. B 54 (1992), pp. 739–748]. The results are impressive, i.e. the proposed test has higher power than the test based on entropy.

Keywords

nonparametric kernel density estimation; test for uniformity; testing exponentiality