Article ID Journal Published Year Pages File Type
1155233 Statistics & Probability Letters 2008 11 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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