Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155233 | Statistics & Probability Letters | 2008 | 11 Pages |
Abstract
We propose a new weighted integral goodness-of-fit statistic for exponentiality. The statistic is motivated by a characterization of the exponential distribution via the mean residual life function. Its limit null distribution is the same as that of a certain weighted integral of the squared Brownian bridge. The Laplace transform and cumulants of the latter are expressible in terms of Bessel functions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
L. Baringhaus, N. Henze,