EMPIRICAL CHARACTERISTIC FUNCTION APPROACH TO GOODNESS-OF-FIT TESTS FOR THE GENERALIZED EXPONENTIAL DISTRIBUTION
Suzanne A Allam
Abstract
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Suzanne A Allam
Abstract
Open-access reader
The goodness-of-fit test of Towhidi and Salmanpour (2007), which is based on the empirical characteristic function is used for testing the fit of the generalized exponential distribution. Monte Carlo procedures are employed to obtain the empirical percentage points for the test statistic. In addition, an extensive power study is conducted to compare the performance of this test against the well known goodness-of-fit tests which are based on empirical distribution function.
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The goodness-of-fit test of Towhidi and Salmanpour (2007), which is based on the empirical characteristic function is used for testing the fit of the generalized exponential distribution. Monte Carlo procedures are employed to obtain the empirical percentage points for the test statistic. In addition, an extensive power study is conducted to compare the performance of this test against the well known goodness-of-fit tests which are based on empirical distribution function.
Key concepts: Goodness of fit, Mathematics, Empirical distribution function, Kolmogorov–Smirnov test, Anderson–Darling test, Exponential function, Statistics, Exponential distribution