A Location- and Scale-Free Goodness-of-fit Statistic for the Exponential Distribution Based on Maximum Correlations Articles
- STATISTICS Journal
- June 2009
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- We propose a goodness-of-fit statistic,Qn, based on Hoeffding's maximum correlation (Fortiana and Grané 2003) to test the composite hypothesis that the data come from the two-parameter exponential family.We study its small and large sample properties, and we obtain tables of the critical values of Qn and some power curves.We compare our statistic with the Shapiro-Wilk statistic for exponentiality and the Gini statistic.