A consistent test for exponentiality based on the empirical moment process

Authors

  • Simos G. Meintanis National and Kapodistrian University of Athens

DOI:

https://doi.org/10.6092/issn.1973-2201/3547

Abstract

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.

References

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Published

2009-03-31

How to Cite

Meintanis, S. G. (2009). A consistent test for exponentiality based on the empirical moment process. Statistica, 69(1), 49–57. https://doi.org/10.6092/issn.1973-2201/3547

Issue

Vol. 69 No. 1 (2009)

Section

Articles

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Copyright (c) 2009 Statistica

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