A Location- and Scale-Free Goodness-of-fit Statistic for the Exponential Distribution Based on Maximum Correlations Articles uri icon

publication date

  • June 2009

start page

  • 1

end page

  • 12

issue

  • 1

volume

  • 43

international standard serial number (ISSN)

  • 0233-1888

electronic international standard serial number (EISSN)

  • 1029-4910

abstract

  • 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.