RT Generic
T1 A scale-free adaptive statistic for testing exponentiality against Weibull and generalized Pareto distributions
A1 Grané, Aurea
A1 Fortiana, Josep
A2 Universidad Carlos III de Madrid. Departamento de Estadística, 
AB In Fortiana and Grané (2002) we study a scale-free statistic, based on Hoeffding's maximumcorrelation, for testing exponentiality. This statistic admits an expansion along a countable set oforthogonal axes, originating a sequence of statistics. Linear combinations of a given number p ofterms in this sequence can be written as a quotient of L-statistics. In this paper we propose a scalefreeadaptive 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 testingexponentiality, such as the Stephens' modification of the Shapiro-Wilk statistic, the Gini statisticand the Qn statistic defined in Fortiana and Grané (2002).
YR 2007
FD 2007-07
LK https://hdl.handle.net/10016/858
UL https://hdl.handle.net/10016/858
LA eng
LA eng
DS e-Archivo
RD 27 jul. 2024