Geodesic
Test for exponentiality against Weibull and gamma decreasing hazard rate alternatives
Kybernetika, Tome 43 (2007) no. 3, pp. 307-314

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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 
@article{KYB_2007__43_3_a2,
     author = {Meintanis, Simos G.},
     title = {Test for exponentiality against {Weibull} and gamma decreasing hazard rate alternatives},
     journal = {Kybernetika},
     pages = {307--314},
     publisher = {mathdoc},
     volume = {43},
     number = {3},
     year = {2007},
     mrnumber = {2362720},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2007__43_3_a2/}
}
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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/