RESEARCH COMMONS
LIBRARY

A Monte Carlo Power Study of k-Sample Tests for Exponentiality

ResearchCommons/Manakin Repository

A Monte Carlo Power Study of k-Sample Tests for Exponentiality

Show simple item record

dc.contributor.author Harbin, Mickie Sue en
dc.contributor.author Dyer, Danny D. en
dc.date.accessioned 2010-06-03T16:07:19Z en
dc.date.available 2010-06-03T16:07:19Z en
dc.date.issued 1979-12 en
dc.identifier.uri http://hdl.handle.net/10106/2294 en
dc.description.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. en
dc.language.iso en_US en
dc.publisher University of Texas at Arlington en
dc.relation.ispartofseries Technical Report;116 en
dc.subject k independent sample en
dc.subject Exponential distribution en
dc.subject Characterization tests en
dc.subject.lcsh Monte Carlo method en
dc.subject.lcsh Mathematics Research en
dc.title A Monte Carlo Power Study of k-Sample Tests for Exponentiality en
dc.type Technical Report en
dc.publisher.department Department of Mathematics en

Files in this item

Files Size Format View Description
MathTechReport116.pdf 725.4Kb PDF View/Open PDF

This item appears in the following Collection(s)

Show simple item record

Browse

My Account

Statistics

About Us