Invariance properties of some classical tests for exponentiality

Rameshwar D. Gupta; Donald St P. Richards

doi:10.1016/s0378-3758(97)00016-5

Invariance properties of some classical tests for exponentiality

Rameshwar D. Gupta, Donald St P. Richards

Statistics

Research output: Contribution to journal › Article › peer-review

9 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 language	English (US)
Pages (from-to)	203-213
Number of pages	11
Journal	Journal of Statistical Planning and Inference
Volume	63
Issue number	2
DOIs	https://doi.org/10.1016/s0378-3758(97)00016-5
State	Published - Oct 15 1997

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1016/s0378-3758(97)00016-5

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title = "Invariance properties of some classical tests for exponentiality",

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.",

author = "Gupta, {Rameshwar D.} and Richards, {Donald St P.}",

note = "Funding Information: * Correspondinagu thor. 1This researchw as supportedin part by the Natural SciencesandEngineeringResearchCouncil,grant OGP0004850 2 This researchw as partiallys upportebd y the NationalS cienceF oundationg, rantDMS-9401322 Copyright: Copyright 2020 Elsevier B.V., All rights reserved.",

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AU - Richards, Donald St P.

N1 - Funding Information: * Correspondinagu thor. 1This researchw as supportedin part by the Natural SciencesandEngineeringResearchCouncil,grant OGP0004850 2 This researchw as partiallys upportebd y the NationalS cienceF oundationg, rantDMS-9401322 Copyright: Copyright 2020 Elsevier B.V., All rights reserved.

PY - 1997/10/15

Y1 - 1997/10/15

N2 - 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.

AB - 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.

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ER -

Invariance properties of some classical tests for exponentiality

Abstract

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