A test of exponentiality against ℳ alternatives
Priyanka Majumder and
Murari Mitra
Journal of Nonparametric Statistics, 2019, vol. 31, issue 3, 794-812
Abstract:
This paper introduces a test for detecting moment generating function order dominance. We develop a family of scale-invariant test statistics based on the weighted integrals of the difference between the empirical moment generating function and the mgf of an appropriate exponential distribution. The asymptotic distributions of our test statistics are derived and consistency of the test is established. We compute the local approximate Bahadur efficiency of the test against certain typical alternatives. The performance of the test is assessed by means of a simulation study. A suitable modification of the test under random censorship is also studied. Finally, we apply the test to some well-known real-life data sets for illustration in both the scenarios.
Date: 2019
References: Add references at CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://hdl.handle.net/10.1080/10485252.2019.1643464 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:gnstxx:v:31:y:2019:i:3:p:794-812
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/GNST20
DOI: 10.1080/10485252.2019.1643464
Access Statistics for this article
Journal of Nonparametric Statistics is currently edited by Jun Shao
More articles in Journal of Nonparametric Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().