Empirical Power Study of the Jackson Exponentiality Test

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

The exponential distribution is an important model, frequently used in areas such as queueing theory, reliability and survival analysis. Therefore, the problem of testing exponentiality is an important subject in Statistics. Many tests have been proposed and in this paper we revisit the exact and asymptotic properties of the Jackson exponentiality test. Using Monte Carlo computations we study the empirical power of the Jackson test and compare it with the power of Lilliefors exponentiality test.
Original languageEnglish
Title of host publicationDemography and Health Issues - The Springer Series on Demographic Methods and Population Analysis
EditorsC. Skiadas, C. Skiadas
Place of PublicationCham
PublisherSpringer International Publishing AG
Pages225-235
ISBN (Electronic)978-3-319-76002-5
ISBN (Print)978-3-319-76001-8
DOIs
Publication statusPublished - May 2018

Publication series

NameThe Springer Series on Demographic Methods and Population Analysis
PublisherSpringer International Publishing AG
Volume46
ISSN (Print)1389-6784
ISSN (Electronic)2215-1990

Keywords

  • Exponential distribution
  • Exponentiality test
  • Monte Carlo simulation
  • Power of a statistical test

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