Empirical Power Study of the Jackson Exponentiality Test
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.
KeywordsExponential distribution Exponentiality test Monte Carlo simulation Power of a statistical test
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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