Testing for exponential and marshall-olkin distributions

Sándor Csörgő; A. H. Welsh

doi:10.1016/0378-3758(89)90073-6

Testing for exponential and marshall-olkin distributions

Sándor Csörgő, A. H. Welsh

The Australian National University

Research output: Contribution to journal › Article › peer-review

43 Citations (Scopus)

Abstract

Statistical tests for testing composite goodness-of-fit hypotheses on the exponential and bivariate Marshall-Olkin exponential distribution are proposed and investigated. The tests are based on the empirical moment generating function and are constructed to be consistent against all alternative distributions. A small sample simulation study indicates that the tests have very good power properties. The procedures are illustrated on a bivariate data set from American Football.

Original language	English
Pages (from-to)	287-300
Number of pages	14
Journal	Journal of Statistical Planning and Inference
Volume	23
Issue number	3
DOIs	https://doi.org/10.1016/0378-3758(89)90073-6
Publication status	Published - Nov 1989

Access to Document

10.1016/0378-3758(89)90073-6

Cite this

@article{bf37dc9d71d0467f8592e1fc0cdb39ab,

title = "Testing for exponential and marshall-olkin distributions",

abstract = "Statistical tests for testing composite goodness-of-fit hypotheses on the exponential and bivariate Marshall-Olkin exponential distribution are proposed and investigated. The tests are based on the empirical moment generating function and are constructed to be consistent against all alternative distributions. A small sample simulation study indicates that the tests have very good power properties. The procedures are illustrated on a bivariate data set from American Football.",

keywords = "Empirical moment generating function, goodness-of-fit testing, multi-variate exponential distribution",

author = "S{\'a}ndor Cs{\"o}rg{\H o} and Welsh, {A. H.}",

year = "1989",

month = nov,

doi = "10.1016/0378-3758(89)90073-6",

language = "English",

volume = "23",

pages = "287--300",

journal = "Journal of Statistical Planning and Inference",

issn = "0378-3758",

publisher = "Elsevier B.V.",

number = "3",

}

TY - JOUR

T1 - Testing for exponential and marshall-olkin distributions

AU - Csörgő, Sándor

AU - Welsh, A. H.

PY - 1989/11

Y1 - 1989/11

N2 - Statistical tests for testing composite goodness-of-fit hypotheses on the exponential and bivariate Marshall-Olkin exponential distribution are proposed and investigated. The tests are based on the empirical moment generating function and are constructed to be consistent against all alternative distributions. A small sample simulation study indicates that the tests have very good power properties. The procedures are illustrated on a bivariate data set from American Football.

AB - Statistical tests for testing composite goodness-of-fit hypotheses on the exponential and bivariate Marshall-Olkin exponential distribution are proposed and investigated. The tests are based on the empirical moment generating function and are constructed to be consistent against all alternative distributions. A small sample simulation study indicates that the tests have very good power properties. The procedures are illustrated on a bivariate data set from American Football.

KW - Empirical moment generating function

KW - goodness-of-fit testing

KW - multi-variate exponential distribution

UR - http://www.scopus.com/inward/record.url?scp=38249006217&partnerID=8YFLogxK

U2 - 10.1016/0378-3758(89)90073-6

DO - 10.1016/0378-3758(89)90073-6

M3 - Article

AN - SCOPUS:38249006217

SN - 0378-3758

VL - 23

SP - 287

EP - 300

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 3

ER -

Testing for exponential and marshall-olkin distributions

Abstract

Access to Document

Other files and links

Fingerprint

Cite this