A scale-free goodness-of-fit statistic for the exponential distribution based on maximum correlations

被引：15

作者：

Fortiana, J ^{[1
]}

Grané, A ^{[1
]}

机构：

[1] Univ Barcelona, Dept Estadist, Barcelona 08007, Spain

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2002年 / 108卷 / 1-2期

关键词：

goodness-of-fit; maximum correlation; L-statistics; exponentiality;

D O I：

10.1016/S0378-3758(02)00272-0

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：

We propose a goodness-of-fit statistic for testing exponentiality based on Hoeffding's maximum correlation. We study its small and large sample properties, we obtain its exact distribution, tables of exact and asymptotic critical values, and some power curves. We compare this statistic with the Gini statistic, the Shapiro-Wilk statistic for exponentiality and the Stephens' modification of the latter. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：85 / 97

页数：13

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