Abstract
We study two new omnibus goodness of fit tests for exponentiality, each based on a characterization of the exponential distribution via the mean residual life function. The limiting null distributions of the tests statistics are the same as the limiting null distributions of the Kolmogorov-Smirnov and Cramér-von Mises statistics proposed when testing the simple hypothesis that the distribution of the sample variables is uniform on the interval [0, 1].
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Work supported by the Deutsche Forschungsgemeinschaft
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Baringhaus, L., Henze, N. Tests of fit for exponentiality based on a characterization via the mean residual life function. Statistical Papers 41, 225–236 (2000). https://doi.org/10.1007/BF02926105
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DOI: https://doi.org/10.1007/BF02926105
Key words and phrases
- Exponential distribution
- Cramér-von Mises statistic
- Kolmogorov-Smirnov statistic
- mean residual life function