A Goodness-of-fit Test for Exponentiality Based on the Memoryless Property
基于无记忆性的指数分布拟合优度检验
Summary In this investigation a test of goodness of fit for exponentiality is proposed. This procedure applies equally whether the scale and/or the location parameters of the distribution are known or not. The limiting null and non-null distributions of the test statistic are normal under minimal conditions. Monte Carlo critical values for small sample sizes are given and the power of the test is calculated for various alternatives showing that it compares favourably…