A CONSISTENT TEST FOR EXPONENTIALITY BASED ON THE EMPIRICAL MOMENT PROCESS

被引：0

作者：

Meintanis, Simos G. ^{[1
]}

机构：

[1] Univ Athens, Dept Econ, Athens, Greece

来源：

STATISTICA | 2009年 / 69卷 / 01期

关键词：

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：

A test for exponentiality is proposed which is consistent within the newly defined class of LIFRA life distributions. The test may be viewed as a test for uniformity based on a continuum of moment conditions. The limit null distribution of the test statistic is derived, and the finite-sample properties of the proposed procedures are investigated via simulation.

引用

页码：49 / 57

页数：9

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