A consistent test for exponentiality based on the empirical moment process

Simos G. Meintanis ()

Statistica, 2009, vol. 69, issue 1, 49-57

Abstract: A test for exponentiality is proposed which is consistent within the newly defined class of LIFRA life distributions. The test may be viewed as a test for uniformity based on a continuum of moment conditions. The limit null distribution of the test statistic is derived, and the finite-sample properties of the proposed procedures are investigated via simulation.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:69:y:2009:i:1:p:49-57

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