Displaying similar documents to “Testing on the first-order autoregressive model with contaminated exponential white noise finite sample case”

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....

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.