Exponential versus Generalized Exponential Distribution: a Computational Study

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Abstract

In this paper, we consider the problem of testing exponentiality. Among the multiple statistics tests available to test this hypothesis, we consider the Jackson and the Lilliefors exponentiality tests. In particular, we test the null hypothesis of exponentiality against the alternative hypothesis of the generalized exponential distribution. Using Monte Carlo computations we obtain and compare the empirical power of both statistic tests.
Original languageEnglish
Title of host publicationInternational Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2020
EditorsT. E. Simos, Ch. Tsitouras
PublisherAIP - American Institute of Physics
Number of pages5
ISBN (Electronic)978-073544182-8
DOIs
Publication statusPublished - 6 Apr 2022
EventInternational Conference on Numerical Analysis and Applied Mathematics 2020, ICNAAM 2020 - Rhodes, Greece
Duration: 17 Sept 202023 Sept 2020

Publication series

NameAIP Conference Proceedings
Volume2425
ISSN (Print)0094-243X
ISSN (Electronic)1551-7616

Conference

ConferenceInternational Conference on Numerical Analysis and Applied Mathematics 2020, ICNAAM 2020
Country/TerritoryGreece
CityRhodes
Period17/09/2023/09/20

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