Exponentiality versus generalized Pareto — a resistant and robust test
Using resistant and robust methods we propose the statistic Tn = (FU −M)/(M −FL) for testing exponentiality versus generalized Pareto, where FU , FL and M are, respectively, the upper and lower fourths and the median of a random sample of size n. The statistic Tn is based on the statistic Vn = (Xn:...
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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2004-06-01
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| Series: | Revstat Statistical Journal |
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| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/6 |