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American Journal of Applied Mathematics and Statistics. 2017, 5(4), 125-135
DOI: 10.12691/AJAMS-5-4-3
Original Research

Tests for Exponentiality: A Comparative Study

Mezbahur Rahman1, and Han Wu1

1Department of Mathematics and Statistics, Minnesota State University, Mankato, MN 56001, USA

Pub. Date: November 15, 2017
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Cite this paper

Mezbahur Rahman and Han Wu. Tests for Exponentiality: A Comparative Study. American Journal of Applied Mathematics and Statistics. 2017; 5(4):125-135. doi: 10.12691/AJAMS-5-4-3

Abstract

The exponential distribution is considered in situtations where intervals between events are considered as well as where a skewed distribution is appropriate. The exponential distribution also plays key role in survival analysis. Goodness-of-fit for exponentiality is crucial as, in the natural sciences, some of the commonly used distributions such as gamma and Weibull distributions are just translated versions of the exponential distributions. Several well known exponentiality tests are reviewed. A power comparison is performed using simulation.

Keywords

Ahsanullah characterization, Gini statistic, Pietra statistic, Rossberg characterization

Copyright

Creative CommonsThis work is licensed under a Creative Commons Attribution 4.0 International License. To view a copy of this license, visit http://creativecommons.org/licenses/by/4.0/

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