Title : ( Testing exponentiality using transformed data )
Authors: Hadi Alizadeh Noughabi , Nasser Reza Arghami ,
Full TextAbstract
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
@article{paperid:1021537,
author = {Alizadeh Noughabi, Hadi and Arghami, Nasser Reza},
title = {Testing exponentiality using transformed data},
journal = {Journal of Statistical Computation and Simulation},
year = {2011},
volume = {81},
number = {4},
month = {April},
issn = {0094-9655},
pages = {511--516},
numpages = {5},
keywords = {nonparametric kernel density estimation; test for uniformity; testing exponentiality},
}
%0 Journal Article
%T Testing exponentiality using transformed data
%A Alizadeh Noughabi, Hadi
%A Arghami, Nasser Reza
%J Journal of Statistical Computation and Simulation
%@ 0094-9655
%D 2011
