Summary
A summary and proof of results characterizing the exponential and normal families of distributions is presented. A common property of our propositions is the fact that distributions are characterized via uniform order statistics like behaviour of random variables, which are transforms of a random sample from a given family. This enables us to reduce composite goodness of fit hypotheses to equivalent simple ones. New Monte Carlo power studies are provided when testing for exponentiality. These studies demonstrate that in the case of the exponential family of distributions our suggested procedures perform very well from the power point of view.
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© 1975 D. Reidel Publishing Company, Dordrecht-Holland
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Csörgö, M., Seshadri, V., Yalovsky, M. (1975). Applications of Characterizations in the Area of Goodness of Fit. In: Patil, G.P., Kotz, S., Ord, J.K. (eds) A Modern Course on Statistical Distributions in Scientific Work. NATO Advanced Study Institutes Series, vol 17. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-1845-6_7
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DOI: https://doi.org/10.1007/978-94-010-1845-6_7
Publisher Name: Springer, Dordrecht
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