基于一种新的标度参数估计器的指数性检验

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Brazilian Journal of Probability and Statistics Pub Date : 2020-10-01 DOI:10.1214/19-BJPS461

J. Villaseñor, E. González-Estrada

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引用次数: 2

摘要

摘要提出了一种基于变换后的观测值和一种新的尺度参数估计量的指数分布拟合检验方法。得到了检验统计量的渐近零分布，并讨论了检验的一致性。蒙特卡罗仿真结果表明，在考虑的备选方案族和样本量下，所提出的测试具有竞争性。

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On testing exponentiality based on a new estimator for the scale parameter

Abstract. A test of fit for the exponential distribution is presented, which is based on transformed observations and a new estimator for the scale parameter. The asymptotic null distribution of the test statistic is obtained and the consistency of the test is discussed. Monte Carlo simulation results on a power comparison study show that the proposed test is competitive under the considered families of alternatives and sample sizes.

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来源期刊

Brazilian Journal of Probability and Statistics STATISTICS & PROBABILITY-

CiteScore

1.60

自引率

10.00%

发文量

审稿时长

>12 weeks

期刊介绍： The Brazilian Journal of Probability and Statistics aims to publish high quality research papers in applied probability, applied statistics, computational statistics, mathematical statistics, probability theory and stochastic processes. More specifically, the following types of contributions will be considered: (i) Original articles dealing with methodological developments, comparison of competing techniques or their computational aspects. (ii) Original articles developing theoretical results. (iii) Articles that contain novel applications of existing methodologies to practical problems. For these papers the focus is in the importance and originality of the applied problem, as well as, applications of the best available methodologies to solve it. (iv) Survey articles containing a thorough coverage of topics of broad interest to probability and statistics. The journal will occasionally publish book reviews, invited papers and essays on the teaching of statistics.