Chi-squared components for tests of fit and improved models for the grouped exponential distribution

Title: Chi-squared components for tests of fit and improved models for the grouped exponential distribution
Creator: Best, D. J.; Rayner, J. C. W.
Relation: Computational Statistics and Data Analysis Vol. 51, Issue 8, p. 3946-3954
Publisher Link: http://dx.doi.org/10.1016/j.csda.2006.03.014
Publisher: Elsevier
Resource Type: journal article
Date: 2007
Description: We consider testing for an exponential distribution with unspecified rate parameter when it is only possible to observe the counts in groups with boundaries specified before sighting the data. On the basis of a size and power study we recommend that tests of fit for the exponential distribution be based on the Anderson–Darling statistic and the SW2 statistic recommended by Gulati and Neus [(2001). Goodness-of-fit statistics for the exponential distribution when the data are grouped. In: Huber-Carol, C., Balakrishnan, N., Nikulin, M.S., Mesbah, M., (Eds.), Goodness-of-Fit Tests and Validity of Models. Birkhauser, Boston, pp. 113–123 (Chapter 9)]. We also suggest that inference based on one of these be complemented by examination of the components of the X2 statistic. We illustrate how to use these components to give improved models.
Subject: improved grouped exponential models; method of moments estimation; size and power study
Identifier: http://hdl.handle.net/1959.13/926789
Identifier: uon:9939
Identifier: ISSN:0167-9473
Language: eng
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