Far East Journal of Theoretical Statistics
Volume 32, Issue 1, Pages 7 - 24
(July 2010)
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LIKELIHOOD RATIO IN TESTING EXPONENTIALITY
Mezbahur Rahman
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Abstract: The exponential distribution is considered in situations 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. Likelihood-ratio tests are implemented for testing exponentiality. A power comparison is done for the Likelihood-ratio tests with some commonly used tests. |
Keywords and phrases: Anderson-Darling test, Cramer von-Misses, Kolmogorov-Smirnov test, Shapiro-Wilk test, spacings tests. |
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