[Home ] [Archive]    
:: Volume 10, Issue 2 (3-2014) ::
JSRI 2014, 10(2): 147-161 Back to browse issues page
Test for Exponentiality Based on the Sample Covariance
Narges H. Montazeri, Hamzeh Torabi *1
1- , htorabi@yazd.ac.ir
Abstract:   (2797 Views)

This paper proposes a simple goodness-of-fit test based on the sample covariance. It is shown that this test is preferable for alternatives of increasing and unimodal failure rate. Critical values for various sample sizes are determined by means of Monte Carlo simulations.

We compare the test based on the sample covariance with tests based on Hoeffdingchr('39')s maximum correlation. The usefulness of the proposed test is shown for a real example.

An empirical power study shows that the new test has the same level or upper level of performance than the best exponentiality tests in the statistical literature.

Keywords: Hoeffding's maximum correlation, goodness-of-fit test, Monte Carlo simulation, sample covariance, test for exponentiality.
Full-Text [PDF 236 kb]   (584 Downloads)    
Type of Study: Research | Subject: General
Accepted: 2015/12/10 | Published: 2016/09/14
Send email to the article author

Add your comments about this article
Your username or Email:

CAPTCHA



XML   Persian Abstract   Print


Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

H. Montazeri N, Torabi H. Test for Exponentiality Based on the Sample Covariance. JSRI. 2014; 10 (2) :147-161
URL: http://jsri.srtc.ac.ir/article-1-46-en.html


Volume 10, Issue 2 (3-2014) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
Persian site map - English site map - Created in 0.04 seconds with 29 queries by YEKTAWEB 4274