A class of tests for exponentiality against HNBUE alternatives

✍ Scribed by Bernhard Klar

• Book ID: 104303242
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 103 KB
• Volume: 47
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(99)00157-1

✦ Synopsis

This paper presents tests of exponentiality against HNBUE alternatives. The new class of test statistics is based on the di erence between the integrated distribution function (t) = ∞ t (1 -F(x)) d x and its empirical counterpart. As special cases, the class includes the asymptotically most powerful test for exponentiality against the Makeham alternative and the ÿrst nonzero component of Neyman's smooth test of ÿt for the exponential distribution.