The Atkinson Index, the Moran Statistic, and Testing Exponentiality

Nao Mimoto; Ričardas Zitikis

doi:10.14490/jjss.38.187

Articles

The Atkinson Index, the Moran Statistic, and Testing Exponentiality

Author information

Keywords: Asymptotic normality, Atkinson index, Carleman condition, consistency, economic inequality, exponential distribution, Kullback-Leibler distance, Moran statistic, nonparametric inference, parametric inference

JOURNAL FREE ACCESS

2008 Volume 38 Issue 2 Pages 187-205

DOI https://doi.org/10.14490/jjss.38.187

Details

Abstract

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 data. In the present paper, we construct and investigate powerful tests for exponentiality based on two well known quantities: the Atkinson index and the Moran statistic. We provide an extensive study of the performance of the tests and compare them with those already available in the literature.

Corresponding author

Register with J-STAGE for free!