Geodesic
Test for exponentiality against Weibull and gamma decreasing hazard rate alternatives
Kybernetika, Tome 43 (2007) no. 3, pp. 307-314 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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A sub-exponential Weibull random variable may be expressed as a quotient of a unit exponential to an independent strictly positive stable random variable. Based on this property, we propose a test for exponentiality which is consistent against Weibull and Gamma distributions with shape parameter less than unity. A comparison with other procedures is also included.
A sub-exponential Weibull random variable may be expressed as a quotient of a unit exponential to an independent strictly positive stable random variable. Based on this property, we propose a test for exponentiality which is consistent against Weibull and Gamma distributions with shape parameter less than unity. A comparison with other procedures is also included.
Classification : 62F03, 62F05
Keywords: goodness-of-fit test; empirical Laplace transform; likelihood test 
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     title = {Test for exponentiality against {Weibull} and gamma decreasing hazard rate alternatives},
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Meintanis, Simos G. Test for exponentiality against Weibull and gamma decreasing hazard rate alternatives. Kybernetika, Tome 43 (2007) no. 3, pp. 307-314. http://geodesic.mathdoc.fr/item/KYB_2007_43_3_a2/

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