Testing for serial correlation with exponentially distributed variates
指数分布变量的序列相关检验
This paper considers the testing of serial correlation coefficients when the underlying distribution is negative exponential. The first-order serial correlation coefficient is shown to be an asymptotically most powerful test criterion for certain plausible alternative hypotheses. The mean of its distribution, assuming independence, is known and a bound and estimate for its variance are obtained. These are compared with sampling results of D. R. Cox. The distribution of the…