Testing EBU_mgf Class of Life Distributions based on Goodness of Fit approach
Based on the goodness of fit approach, a new test is presented for testing exponentiality against "exponential Better than Used in moment generating function ordering class" (<i>EBU<sub>mgf</sub></i>). The critical values and the powers of this test are calculated....
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| Format: | Article |
| Language: | English |
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Springer
2016-05-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
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| Online Access: | https://www.atlantis-press.com/article/25856825.pdf |
| _version_ | 1818139654041370624 |
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| author | A.M. Gadallah |
| author_facet | A.M. Gadallah |
| author_sort | A.M. Gadallah |
| collection | DOAJ |
| description | Based on the goodness of fit approach, a new test is presented for testing exponentiality against "exponential Better than Used in moment generating function ordering class" (<i>EBU<sub>mgf</sub></i>). The critical values and the powers of this test are calculated. It is shown that the proposed test enjoys good power and performs better than previous tests in terms of power and Pitman’s asymptotic efficiencies for several alternative. Finally sets of real data are used as examples to elucidate the use of the proposed test in practical application. |
| first_indexed | 2024-12-11T10:31:31Z |
| format | Article |
| id | doaj.art-0fdee0c28ece45f98389298e170736d2 |
| institution | Directory Open Access Journal |
| issn | 2214-1766 |
| language | English |
| last_indexed | 2024-12-11T10:31:31Z |
| publishDate | 2016-05-01 |
| publisher | Springer |
| record_format | Article |
| series | Journal of Statistical Theory and Applications (JSTA) |
| spelling | doaj.art-0fdee0c28ece45f98389298e170736d22022-12-22T01:10:54ZengSpringerJournal of Statistical Theory and Applications (JSTA)2214-17662016-05-0115210.2991/jsta.2016.15.2.6Testing EBU_mgf Class of Life Distributions based on Goodness of Fit approachA.M. GadallahBased on the goodness of fit approach, a new test is presented for testing exponentiality against "exponential Better than Used in moment generating function ordering class" (<i>EBU<sub>mgf</sub></i>). The critical values and the powers of this test are calculated. It is shown that the proposed test enjoys good power and performs better than previous tests in terms of power and Pitman’s asymptotic efficiencies for several alternative. Finally sets of real data are used as examples to elucidate the use of the proposed test in practical application.https://www.atlantis-press.com/article/25856825.pdfMoment generating functionEBUHypothesis testPitman’s efficiencyGoodness of fit. |
| spellingShingle | A.M. Gadallah Testing EBU_mgf Class of Life Distributions based on Goodness of Fit approach Journal of Statistical Theory and Applications (JSTA) Moment generating function EBU Hypothesis test Pitman’s efficiency Goodness of fit. |
| title | Testing EBU_mgf Class of Life Distributions based on Goodness of Fit approach |
| title_full | Testing EBU_mgf Class of Life Distributions based on Goodness of Fit approach |
| title_fullStr | Testing EBU_mgf Class of Life Distributions based on Goodness of Fit approach |
| title_full_unstemmed | Testing EBU_mgf Class of Life Distributions based on Goodness of Fit approach |
| title_short | Testing EBU_mgf Class of Life Distributions based on Goodness of Fit approach |
| title_sort | testing ebu mgf class of life distributions based on goodness of fit approach |
| topic | Moment generating function EBU Hypothesis test Pitman’s efficiency Goodness of fit. |
| url | https://www.atlantis-press.com/article/25856825.pdf |
| work_keys_str_mv | AT amgadallah testingebumgfclassoflifedistributionsbasedongoodnessoffitapproach |