Asymptotic Power of EDF Statistics for Exponentiality against Weibull and Gamma Alternatives.

Abstract

Asymptotic distributions of EDF statistics - goodness-of-fit statistics based on the empirical distribution function - can be obtained by expanding a related function in a series of orthogonal functions. This method was given by Watson and developed especially in this connection by Durbin and Knott and by the author. an earlier approach by Anderson and Darling is different and the newer methods provide a sharper view of the approach to infinity. Similar approaches were employed by Durbin, Knott and Taylor to test for normality and also gave asymptotic power results for certain alternatives and in some cases for tests of exponentiality. In this paper, asymptotic powers of some EDF statistics for testing exponentiality against Weibull and Gamma alternatives are developed. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 04, 1981
Accession Number
ADA097107

Entities

People

  • Michael A. Stephens

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Covariance
  • Data Science
  • Distribution Functions
  • Equations
  • Fourier Series
  • Gaussian Processes
  • Identities
  • Information Science
  • Integrals
  • Legendre Functions
  • Military Research
  • Random Variables
  • Statistics
  • Stochastic Processes
  • United States
  • United States Government
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Statistical inference.