Empirical Power Study of the Jackson Exponentiality Test

Frederico Caeiro () and Ayana Mateus ()
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Frederico Caeiro: Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia & Centro de Matemática e Aplicações (CMA)
Ayana Mateus: Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia & Centro de Matemática e Aplicações (CMA)

Chapter Chapter 19 in Demography and Health Issues, 2018, pp 225-235 from Springer

Abstract: 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.

Keywords: Exponential distribution; Exponentiality test; Monte Carlo simulation; Power of a statistical test (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:ssdmcp:978-3-319-76002-5_19

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DOI: 10.1007/978-3-319-76002-5_19

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