New -type exponentiality tests

M Cuparić, B Milošević, M Obradović - arXiv preprint arXiv:1809.07585, 2018 - arxiv.org
We introduce new consistent and scale-free goodness-of-fit tests for the exponential
distribution based on Puri-Rubin characterization. For the construction of test statistics we …

New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies

M Cuparić, B Milošević, M Obradović - Revista de la Real Academia de …, 2022 - Springer
We present new consistent goodness-of-fit tests for exponential distribution, based on the
Desu characterization. The test statistics represent the weighted L^ 2 L 2 and L^ ∞ L∞ …

Stieltjes moment problem via fractional moments

PN Inverardi, A Petri, G Pontuale, A Tagliani - Applied mathematics and …, 2005 - Elsevier
Stieltjes moment problem is considered to recover a probability density function from the
knowledge of its infinite sequence of ordinary moments. The approximate density is …

The Atkinson index, the Moran statistic, and testing exponentiality

N Mimoto, R Zitikis - Journal of the Japan statistical society, 2008 - jstage.jst.go.jp
Constructing tests for exponentiality has been an active and fruitful research area, with
numerous applications in engineering, biology and other sciences concerned with life-time …

Use of mean residual life in testing departures from exponentiality

S Rao Jammalamadaka, E Taufer - Nonparametric Statistics, 2006 - Taylor & Francis
We utilize the important characterization that E (X− t| X> t) is a constant for t∈[0,∞) if and
only if X is distributed as an exponential random variable, in order to construct a new test …

A family of tests for trend change in failure rate function with right censored data

A Saha, MZ Anis - Journal of Statistical Computation and …, 2024 - Taylor & Francis
In this paper we extend the family of test proposed by Majumder and Mitra [Detecting trend
change in failure functions-an L-statistic approach. Stat Pap. 2019; 62: 31–52. doi …

Tests for Laplace order dominance with applications to insurance data

D Bhattacharyya, RA Khan, M Mitra - Insurance: Mathematics and …, 2021 - Elsevier
Tests for Laplace order dominance are proposed in the contexts of both one-sample and two-
sample problems utilizing a weighted integral as measure of deviation. The concerned test …

A test for detecting Laplace order dominance and related Bahadur efficiency issues

P Majumder, M Mitra - Statistical Papers, 2019 - Springer
A test procedure based on a weighted integral approach is developed to detect Laplace
order dominance. The asymptotic distributions of our scale-invariant test statistics are …

A class of count models and a new consistent test for the Poisson distribution

SG Meintanis, YY Nikitin - Journal of statistical planning and inference, 2008 - Elsevier
We define a class of count distributions which includes the Poisson as well as many
alternative count models. Then the empirical probability generating function is utilized to …

Detecting trend change in hazard functions—an L-statistic approach

P Majumder, M Mitra - Statistical Papers, 2021 - Springer
A unified test is proposed to detect trend change in hazard functions. Test statistics based on
a weighted integral approach are constructed utilizing a measure of deviation from …