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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2009 Volume 368, Pages 268–281 (Mi znsl3517)

This article is cited in 1 paper

A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function

N. Henzea, S. G. Meintanisb

a Institut fur Stochastik, Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany
b National and Kapodistrian University of Athens, Department of Economics, Athens, Greece

Abstract: The characteristic function $\varphi(t)$ of an exponentially distributed random variable is characterized by having its squared modulus identically equal to the real part of $\varphi(t)$. We study the behavior of a class of consistent tests for exponentiality based on a weighted integral involving the empirical counterparts of these quantities, corresponding to suitably rescaled data. Bibl. – 25 titles.

Key words and phrases: empirical characteristic function, goodness-of-fit test, test for exponentiality.

UDC: 519

Received: 03.10.2009

Language: English


 English version:
Journal of Mathematical Sciences (New York), 2010, 167:4, 588–595

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