Empirical Characteristic Function Approach to Goodness-of-Fit Tests for the Generalized Exponential Distribution

被引：0
|
作者：
Allam, Suzanne Abdel-Rahman [1 ]
机构：
[1] Cairo Univ, Dept Math Stat, Inst Stat Studies & Res, Giza, Egypt
来源：
PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH | 2011年 / 7卷 / 01期
关键词：
goodness-of-fit tests; empirical characteristic function; generalized exponential distribution; maximum likelihood estimation; empirical distribution function;
D O I：
暂无
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：
The goodness-of-fit test of Towhidi and Salmanpour (2007), which is based on the empirical characteristic function is used for testing the fit of the generalized exponential distribution. Monte Carlo procedures are employed to obtain the empirical percentage points for the test statistic. In addition, an extensive power study is conducted to compare the performance of this test against the well known goodness-of-fit tests which are based on empirical distribution function.
引用
收藏
页码：67 / 86
页数：20
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