Displaying similar documents to “Robustness of tests based on spacings in the exponential model”

Testing on the first-order autoregressive model with contaminated exponential white noise finite sample case

Hocine Fellag (2001)

Discussiones Mathematicae Probability and Statistics

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The testing problem on the first-order autoregressive parameter in finite sample case is considered. The innovations are distributed according to the exponential distribution. The aim of this paper is to study how much the size of this test changes when, at some time k, an innovation outlier contaminant occurs. We show that the test is rather sensitive to these changes.

Exact simultaneous location-scale tests for two shifted exponential samples

Amitava Mukherjee, Zhi Lin Chong, Marco Marozzi (2019)

Kybernetika

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The failure time distribution for various items often follows a shifted (two-parameter) exponential model and not the traditional (one-parameter) exponential model. The shifted exponential is very useful in practice, in particular in the engineering, biomedical sciences and industrial quality control when modeling time to event or survival data. The open problem of simultaneous testing for differences in origin and scale parameters of two shifted exponential distributions is addressed....

Tail orderings and the total time on test transform

Jarosław Bartoszewicz (1996)

Applicationes Mathematicae

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The paper presents some connections between two tail orderings of distributions and the total time on test transform. The procedure for testing the pure-tail ordering is proposed.

Characterizations of the exponential distribution based on certain properties of its characteristic function

Simos G. Meintanis, George Iliopoulos (2003)

Kybernetika

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Two characterizations of the exponential distribution among distributions with support the nonnegative real axis are presented. The characterizations are based on certain properties of the characteristic function of the exponential random variable. Counterexamples concerning more general possible versions of the characterizations are given.

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...