Total time on test function principal components

W. D. Kaigh

Statistics & Probability Letters, 1999, vol. 44, issue 4, 337-341

Abstract: A Fourier analytic development of the total time on test function (TTT) provides principal components that are scale free, and which provide criteria for lack of fit. Aggregated values of the squares of these principal components yield a decomposition of the squared coefficient of variation, and a discrete version of the Anderson-Darling type test statistic.

Keywords: Exponential; Gini; index; Goodness; of; fit; Principal; component; Normalized; spacing; Total; time; on; test (search for similar items in EconPapers)
Date: 1999
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