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Empirical Power Study of the Jackson Exponentiality Test

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Demography and Health Issues

Part of the book series: The Springer Series on Demographic Methods and Population Analysis ((PSDE,volume 46))

Abstract

The exponential distribution is an important model, frequently used in areas such as queueing theory, reliability and survival analysis. Therefore, the problem of testing exponentiality is an important subject in Statistics. Many tests have been proposed and in this paper we revisit the exact and asymptotic properties of the Jackson exponentiality test. Using Monte Carlo computations we study the empirical power of the Jackson test and compare it with the power of Lilliefors exponentiality test.

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Acknowledgements

This research was partially supported by National Funds through FCT (Fundação para a Ciência e a Tecnologia), through the project UID/MAT/00297/2013 (Centro de Matemática e Aplicações).

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Authors and Affiliations

  1. Faculdade de Ciências e Tecnologia & Centro de Matemática e Aplicações (CMA), Universidade Nova de Lisboa, 2829-516, Caparica, Portugal

    Frederico Caeiro & Ayana Mateus

Authors
  1. Frederico Caeiro
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  2. Ayana Mateus
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Corresponding author

Correspondence to Frederico Caeiro .

Editor information

Editors and Affiliations

  1. ManLab, Technical University of Crete, Chania, Crete, Greece

    Christos H. Skiadas

  2. Department of Mathematics/Computer Science, Hanover College, Hanover, Indiana, USA

    Charilaos Skiadas

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Caeiro, F., Mateus, A. (2018). Empirical Power Study of the Jackson Exponentiality Test. In: Skiadas, C., Skiadas, C. (eds) Demography and Health Issues. The Springer Series on Demographic Methods and Population Analysis, vol 46. Springer, Cham. https://doi.org/10.1007/978-3-319-76002-5_19

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  • DOI: https://doi.org/10.1007/978-3-319-76002-5_19

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-76001-8

  • Online ISBN: 978-3-319-76002-5

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