A scale-free adaptive statistic for testing exponentiality against Weibull and generalized Pareto distributions

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dc.contributor.author Grané, Aurea
dc.contributor.author Fortiana, Josep
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2007-07-10T10:11:49Z
dc.date.available 2007-07-10T10:11:49Z
dc.date.issued 2007-07
dc.identifier.uri http://hdl.handle.net/10016/858
dc.description.abstract In Fortiana and Grané (2002) we study a scale-free statistic, based on Hoeffding's maximum correlation, for testing exponentiality. This statistic admits an expansion along a countable set of orthogonal axes, originating a sequence of statistics. Linear combinations of a given number p of terms in this sequence can be written as a quotient of L-statistics. In this paper we propose a scalefree adaptive statistic for testing exponentiality with optimal power against a specific alternative. We obtain its exact distribution and compare it with other scale-free statistics for testing exponentiality, such as the Stephens' modification of the Shapiro-Wilk statistic, the Gini statistic and the Qn statistic defined in Fortiana and Grané (2002).
dc.format.extent 241327 bytes
dc.format.mimetype application/pdf
dc.language.iso eng
dc.language.iso eng
dc.relation.ispartofseries UC3M Working papers. Statistics and Econometrics
dc.relation.ispartofseries 07-14
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other Goodness-of-fit
dc.subject.other Exponentiality
dc.subject.other Maximum correlation
dc.subject.other Decomposition of tests statistics
dc.subject.other Exact distribution
dc.subject.other L-statistics
dc.subject.other 62G10
dc.subject.other 62G30
dc.subject.other 62E15
dc.title A scale-free adaptive statistic for testing exponentiality against Weibull and generalized Pareto distributions
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
dc.identifier.repec ws075614
dc.affiliation.dpto UC3M. Departamento de Estadística
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