Tests of fit for exponentiality based on a characterization via the mean residual life function

被引：40

作者：

Baringhaus, L

Henze, N

机构：

[1] Univ Hannover, Inst Math Stockast, D-30167 Hannover, Germany

[2] Univ Karlsruhe, Inst Math Stockast, D-76128 Karlsruhe, Germany

来源：

STATISTICAL PAPERS | 2000年 / 41卷 / 02期

关键词：

exponential distribution; Cramer-von Mises statistic; Kolmogorov-Smirnov statistic; mean residual life function;

D O I：

10.1007/BF02926105

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study two new omnibus goodness of fit tests for exponentiality, each based on a characterization of the exponential distribution via the mean residual life function. The limiting null distributions of the test statistics are the same as the limiting null distributions of the Kolmogorov-Smirnov and Cramer-von Mises statistics proposed when testing the simple hypothesis that the distribution of the sample variables is uniform on the interval [0, 1].

引用

页码：225 / 236

页数：12

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