Displaying similar documents to “Bayes and empirical bayes tests for the life parameter”

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.

Test for exponentiality against Weibull and gamma decreasing hazard rate alternatives

Simos G. Meintanis (2007)

Kybernetika

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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.