KOLMOGOROV-TYPE TESTS FOR EXPONENTIALITY WHEN THE SCALE PARAMETER IS UNKNOWN
Abstract
The paper shows how four statistics (Kolmogorov-Smirnov, Cramer-von Mises, and the Kuiper and Watson extensions) may be used to test whether a given sample comes from the exponential distribution with unknown parameter. Simple modifications of the basic definitions make it possible to use each statistic with only one line of percentage points: in turn, these may be reduced to chi- square points. The tests are more powerful than the usual Pearson chi-square test, and are very well adapted for use with a computer.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 15, 1970
- Accession Number
- AD0701308
Entities
People
- M. A. Stephens
Organizations
- Stanford University