Test for exponentiality against Weibull and gamma decreasing hazard rate alternatives

Simos G. Meintanis

Kybernetika (2007)

  • Volume: 43, Issue: 3, page 307-314
  • ISSN: 0023-5954

Abstract

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A sub-exponential Weibull random variable may be expressed as a quotient of a unit exponential to an independent strictly positive stable random variable. Based on this property, we propose a test for exponentiality which is consistent against Weibull and Gamma distributions with shape parameter less than unity. A comparison with other procedures is also included.

How to cite

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Meintanis, Simos G.. "Test for exponentiality against Weibull and gamma decreasing hazard rate alternatives." Kybernetika 43.3 (2007): 307-314. <http://eudml.org/doc/33859>.

@article{Meintanis2007,
abstract = {A sub-exponential Weibull random variable may be expressed as a quotient of a unit exponential to an independent strictly positive stable random variable. Based on this property, we propose a test for exponentiality which is consistent against Weibull and Gamma distributions with shape parameter less than unity. A comparison with other procedures is also included.},
author = {Meintanis, Simos G.},
journal = {Kybernetika},
keywords = {goodness-of-fit test; empirical Laplace transform; likelihood test; goodness-of-fit test; empirical Laplace transform; likelihood test},
language = {eng},
number = {3},
pages = {307-314},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Test for exponentiality against Weibull and gamma decreasing hazard rate alternatives},
url = {http://eudml.org/doc/33859},
volume = {43},
year = {2007},
}

TY - JOUR
AU - Meintanis, Simos G.
TI - Test for exponentiality against Weibull and gamma decreasing hazard rate alternatives
JO - Kybernetika
PY - 2007
PB - Institute of Information Theory and Automation AS CR
VL - 43
IS - 3
SP - 307
EP - 314
AB - A sub-exponential Weibull random variable may be expressed as a quotient of a unit exponential to an independent strictly positive stable random variable. Based on this property, we propose a test for exponentiality which is consistent against Weibull and Gamma distributions with shape parameter less than unity. A comparison with other procedures is also included.
LA - eng
KW - goodness-of-fit test; empirical Laplace transform; likelihood test; goodness-of-fit test; empirical Laplace transform; likelihood test
UR - http://eudml.org/doc/33859
ER -

References

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  1. Chen, Zhenmin, Statistical inference about the shape parameter of the Weibull distribution, Statist. Probab. Lett. 36 (1997), 85–90 (1997) Zbl0916.62025MR1491077
  2. Meintanis S. G., Omnibus tests for strictly positive stable laws based on the empirical Laplace transform, Math. Meth. Statist. 14 (2005), 468–478 MR2210542
  3. Rublík F., Some tests on exponential populations, In: Probastat 1994, Tatra Mountains Math. Publ. 7 (1996), 229–235 (1994) MR1408476
  4. Stehlík M., The exact LR test of the scale in the Gamma family, In: Probastat 2002, Tatra Mountains Math. Publ. 26 (2003), 381–390 MR2055191
  5. Stehlík M., Exact likelihood ratio scale and homogeneity testing of some loss processes, Statist. Probab. Lett. 76 (2006), 19–26 Zbl1085.62018MR2213239
  6. Wong P. G., Wong S. P., A curtailed test for the shape parameter of the Weibull distribution, Metrika 29 (1982), 203–209 (1982) Zbl0492.62022MR0685566

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