Tests for Exponentiality When Origin and Scale Parameters are Unknown.

Abstract

Several methods are examined for testing for the exponential distribution, when both the scale and location parameters are unknown. Percentage points are given for EDF (Empirical Distribution Function) tests, in which both parameters are estimated from the data, and the tests are compared for power with EDF tests where only the scale parameter is unknown. In addition, power studies are reported to compare these tests with other goodness-of-fit techniques for the exponential distribution, particularly those based on regression methods, and it is found that the EDF statistics W sub 2 and A sub 2 have overall good power properties.

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Document Details

Document Type
Technical Report
Publication Date
Aug 02, 1983
Accession Number
ADA131377

Entities

People

  • John Spinelli
  • Michael A. Stephens

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Computer Programs
  • Data Science
  • Distribution Functions
  • Goodness Of Fit Tests
  • Information Science
  • Military Research
  • Monte Carlo Method
  • Normal Distribution
  • Normality
  • Order Statistics
  • Random Variables
  • Sampling
  • Statistical Algorithms
  • Statistical Samples
  • Statistics
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Statistical inference.