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

Research School of Finance, Actuarial Studies & Statistics

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

47 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

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Cite this

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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.",

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AU - Csörgő, Sándor

AU - Welsh, A. H.

PY - 1989/11

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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 - https://www.scopus.com/pages/publications/38249006217

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

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

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VL - 23

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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

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