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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Main Author: A.M. Gadallah
Format: Article
Language:English
Published: Atlantis Press 2016-05-01
Series:Journal of Statistical Theory and Applications (JSTA)
Subjects:
EBU
Online Access:https://www.atlantis-press.com/article/25856825.pdf
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spelling doaj-0fdee0c28ece45f98389298e170736d22020-11-25T03:06:03ZengAtlantis PressJournal 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.
collection DOAJ
language English
format Article
sources DOAJ
author A.M. Gadallah
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.
author_facet A.M. Gadallah
author_sort A.M. Gadallah
title 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_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_sort testing ebu_mgf class of life distributions based on goodness of fit approach
publisher Atlantis Press
series Journal of Statistical Theory and Applications (JSTA)
issn 2214-1766
publishDate 2016-05-01
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.
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
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