Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data

Authors: S. Rao Jammalamadaka¹; Emanuele Taufer²

Source: Journal of Nonparametric Statistics, Volume 15, Number 6, December 2003 , pp. 719-729(11)

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Abstract:

We introduce new goodness of fit tests for exponentiality by using a characterization based on normalized spacings. We provide relevant asymptotic theory for these tests and study their efficiency. An empirical power study and comparisons are also provided.

Keywords: Test for exponentiality; Kolmogorov-Smirnov statistics; Omega square statistics; Brownian Bridge; Asymptotic efficiency

Document Type: Research article

DOI: http://dx.doi.org/10.1080/10485250310001638102

Affiliations: 1: Department of Statistics and Applied Probability University of California Santa Barbara CA 93106-3110 USA 2: Department of Computer and Management Sciences University of Trento Via Inama 5 38100 Trento Italy

Publication date: 2003-12-01