Displaying similar documents to “An exponential bound for the permutational distribution of a first-order autocorrelation coefficient”

Goodness-of-fit tests based on characterizations of continuous distributions

Kerwin Morris, Dominik Szynal (2000)

Applicationes Mathematicae

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We construct goodness-of-fit tests for continuous distributions using their characterizations in terms of moments of order statistics and moments of record values. Our approach is based on characterizations presented in [2]-[4], [5], [9].

A class of tests for exponentiality based on a continuum of moment conditions

Simos G. Meintanis (2009)

Kybernetika

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The empirical moment process is utilized to construct a family of tests for the null hypothesis that a random variable is exponentially distributed. The tests are consistent against the 'new better than used in expectation' (NBUE) class of alternatives. Consistency is shown and the limit null distribution of the test statistic is derived, while efficiency results are also provided. The finite-sample properties of the proposed procedure in comparison to more standard procedures are investigated...