{"title":"基于一种新的标度参数估计器的指数性检验","authors":"J. Villaseñor, E. González-Estrada","doi":"10.1214/19-BJPS461","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":"34 1","pages":"809-820"},"PeriodicalIF":0.6000,"publicationDate":"2020-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"On testing exponentiality based on a new estimator for the scale parameter\",\"authors\":\"J. Villaseñor, E. González-Estrada\",\"doi\":\"10.1214/19-BJPS461\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":51242,\"journal\":{\"name\":\"Brazilian Journal of Probability and Statistics\",\"volume\":\"34 1\",\"pages\":\"809-820\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2020-10-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Brazilian Journal of Probability and Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/19-BJPS461\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Brazilian Journal of Probability and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/19-BJPS461","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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.
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.