On the Robustness to Measurement Error of Tests for Exponentiality
指数分布检验对测量误差的稳健性
We investigate the robustness to rounding and truncation measurement error of several scale-free goodness-of-fit tests for exponentiality. Moran's statistic is so sensitive to rounding and truncation error as to be potentially misleading in practice. Tests based on the sample Lorenz curve, Gini's statistic and the Shapiro-Wilk test are remarkably insensitive to rounding errors and relatively insensitive to truncation errors. Other tests exhibit intermediate sensitivity to…