Empirical Power Study of the Jackson Exponentiality Test

Chapter
Part of the The Springer Series on Demographic Methods and Population Analysis book series (PSDE, volume 46)

Abstract

The exponential distribution is an important model, frequently used in areas such as queueing theory, reliability and survival analysis. Therefore, the problem of testing exponentiality is an important subject in Statistics. Many tests have been proposed and in this paper we revisit the exact and asymptotic properties of the Jackson exponentiality test. Using Monte Carlo computations we study the empirical power of the Jackson test and compare it with the power of Lilliefors exponentiality test.

Keywords

Exponential distribution Exponentiality test Monte Carlo simulation Power of a statistical test 

Notes

Acknowledgements

This research was partially supported by National Funds through FCT (Fundação para a Ciência e a Tecnologia), through the project UID/MAT/00297/2013 (Centro de Matemática e Aplicações).

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Faculdade de Ciências e Tecnologia & Centro de Matemática e Aplicações (CMA)Universidade Nova de LisboaCaparicaPortugal

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