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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:
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