A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function |
| |
Authors: | N. Henze S. G. Meintanis |
| |
Affiliation: | (1) Victoria University of Wellington, Wellington, New Zealand; |
| |
Abstract: | The characteristic function φ(t) of an exponentially distributed random variable is characterized by having its squared modulus identically equal to the real part of φ(t). We study the behavior of a class of consistent tests for exponentiality based on a weighted integral involving the empirical counterparts of these quantities, corresponding to suitably rescaled data. Bibliography: 25 titles. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |