Testing for exponential and marshall-olkin distributions

Abstract

Statistical tests for testing composite goodness-of-fit hypotheses on the exponential and bivariate Marshall-Olkin exponential distribution are proposed and investigated. The tests are based on the empirical moment generating function and are constructed to be consistent against all alternative distributions. A small sample simulation study indicates that the tests have very good power properties. The procedures are illustrated on a bivariate data set from American Football. Show more