Document Type


Source Publication Title

Technical Report 116


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.


Mathematics | Physical Sciences and Mathematics

Publication Date




Included in

Mathematics Commons



To view the content in your browser, please download Adobe Reader or, alternately,
you may Download the file to your hard drive.

NOTE: The latest versions of Adobe Reader do not support viewing PDF files within Firefox on Mac OS and if you are using a modern (Intel) Mac, there is no official plugin for viewing PDF files within the browser window.