Document Type
Report
Source Publication Title
Technical Report 116
Abstract
Suppose one has a collection of k independent samples where the ith sample size is [see pdf for notation]. Let [see pdf for notation] denote the ordered observations in the ith sample. A number of test procedures are available to jointly test for exponentiality of the collection of independent samples, that is [see pdf for notation] is the probability density function (pdf) of the ith population. These include the k-sample Durbin (1975) test, the k-sample Shapiro-Wilk (1972) W-exponential test, the k-sample Tiku (1974) test, and a test procedure derived by Dyer (1979) which is based on a characterization of the exponential distribution. The Pareto distribution can be jointly tested if the [see pdf for notation] are the natural logarithms of the original observations. It is the purpose of this paper to compare the power (i.e., the ability to detect non-exponentiality) of the aforementioned test procedures.
Disciplines
Mathematics | Physical Sciences and Mathematics
Publication Date
12-1-1979
Language
English
License
This work is licensed under a Creative Commons Attribution-NonCommercial-Share Alike 4.0 International License.
Recommended Citation
Harbin, Mickie Sue and Dyer, Danny D., "A Monte Carlo Power Study of k-Sample Tests for Exponentiality" (1979). Mathematics Technical Papers. 16.
https://mavmatrix.uta.edu/math_technicalpapers/16