| Title:
|
Test for exponentiality against Weibull and gamma decreasing hazard rate alternatives (English) |
| Author:
|
Meintanis, Simos G. |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
43 |
| Issue:
|
3 |
| Year:
|
2007 |
| Pages:
|
307-314 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
A sub-exponential Weibull random variable may be expressed as a quotient of a unit exponential to an independent strictly positive stable random variable. Based on this property, we propose a test for exponentiality which is consistent against Weibull and Gamma distributions with shape parameter less than unity. A comparison with other procedures is also included. (English) |
| Keyword:
|
goodness-of-fit test |
| Keyword:
|
empirical Laplace transform |
| Keyword:
|
likelihood test |
| MSC:
|
62F03 |
| MSC:
|
62F05 |
| idMR:
|
MR2362720 |
| . |
| Date available:
|
2009-09-24T20:23:58Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135775 |
| . |
| Reference:
|
[1] Chen, Zhenmin: Statistical inference about the shape parameter of the Weibull distribution.Statist. Probab. Lett. 36 (1997), 85–90 Zbl 0916.62025, MR 1491077 |
| Reference:
|
[2] Meintanis S. G.: Omnibus tests for strictly positive stable laws based on the empirical Laplace transform.Math. Meth. Statist. 14 (2005), 468–478 MR 2210542 |
| Reference:
|
[3] Rublík F.: Some tests on exponential populations.In: Probastat 1994, Tatra Mountains Math. Publ. 7 (1996), 229–235 MR 1408476 |
| Reference:
|
[4] Stehlík M.: The exact LR test of the scale in the Gamma family.In: Probastat 2002, Tatra Mountains Math. Publ. 26 (2003), 381–390 MR 2055191 |
| Reference:
|
[5] Stehlík M.: Exact likelihood ratio scale and homogeneity testing of some loss processes.Statist. Probab. Lett. 76 (2006), 19–26 Zbl 1085.62018, MR 2213239 |
| Reference:
|
[6] Wong P. G., Wong S. P.: A curtailed test for the shape parameter of the Weibull distribution.Metrika 29 (1982), 203–209 Zbl 0492.62022, MR 0685566 |
| . |
