On two applications of characterization theorems to goodness-of-fit. (English) Zbl 0619.62023
Goodness-of-fit, Debrecen/Hung. 1984, Colloq. Math. Soc. János Bolyai 45, 395-414 (1987).
[For the entire collection see Zbl 0606.00025.]
The authors discuss some tests of normality and of exponentiality based on the independence of sample mean and sample variance under the hypothesis of normality and on entropy characterization of the normal and exponential distributions. Via Monte Carlo simulation they study the sensitivity of the test for several alternatives.
The authors discuss some tests of normality and of exponentiality based on the independence of sample mean and sample variance under the hypothesis of normality and on entropy characterization of the normal and exponential distributions. Via Monte Carlo simulation they study the sensitivity of the test for several alternatives.
Reviewer: A.J.Viollaz
MSC:
| 62F03 | Parametric hypothesis testing |
| 62E10 | Characterization and structure theory of statistical distributions |
| 65C05 | Monte Carlo methods |
