A family of IDMRL tests with unknown turning point

被引：9

作者：

Na, MH

Lee, S

机构：

[1] Chonnam Natl Univ, Dept Stat, Kwangju 500757, South Korea

[2] Seoul Natl Univ, Dept Stat, Seoul 151742, South Korea

来源：

STATISTICS | 2003年 / 37卷 / 05期

关键词：

exponential test; IDMRL alternative; asymptotic distribution; Durbin's approximation method;

D O I：

10.1080/0233188031000154821

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we propose a family of tests for exponentiality against the IDMRL alternative. Here we assume that the turning point or the proportion before the turning point is unknown. We derive the asymptotic null distributions of the test statistics and obtain their asymptotic critical values based on Durbin's approximation method. A simulation study is conducted to evaluate the proposed tests.

引用

页码：457 / 462

页数：6

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