1Department of Mathematics and Statistics, Minnesota State University, Mankato, MN 56001, USA
American Journal of Applied Mathematics and Statistics.
2017,
Vol. 5 No. 4, 125-135
DOI: 10.12691/ajams-5-4-3
Copyright © 2017 Science and Education PublishingCite this paper: Mezbahur Rahman, Han Wu. Tests for Exponentiality: A Comparative Study.
American Journal of Applied Mathematics and Statistics. 2017; 5(4):125-135. doi: 10.12691/ajams-5-4-3.
Correspondence to: Mezbahur Rahman, Department of Mathematics and Statistics, Minnesota State University, Mankato, MN 56001, USA. Email:
mezbahur.rahman@mnsu.eduAbstract
The exponential distribution is considered in situtations where intervals between events are considered as well as where a skewed distribution is appropriate. The exponential distribution also plays key role in survival analysis. Goodness-of-fit for exponentiality is crucial as, in the natural sciences, some of the commonly used distributions such as gamma and Weibull distributions are just translated versions of the exponential distributions. Several well known exponentiality tests are reviewed. A power comparison is performed using simulation.
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