Invariance properties of some classical tests for exponentiality

Rameshwar D. Gupta, Donald St P. Richards

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

We examine some classical tests for the exponentiality of independent, identically distributed data. We show that a large number of these tests have the same distribution if the data follow certain multivariate Liouville distributions. These results highlight the role that the assumption of independence plays in the behavior of the classical test statistics. We use these results to derive some characterizations of the exponential distributions among the Liouville distributions.

Original languageEnglish (US)
Pages (from-to)203-213
Number of pages11
JournalJournal of Statistical Planning and Inference
Volume63
Issue number2
DOIs
StatePublished - Oct 15 1997

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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