Consistency of a Modified W Test for Exponentiality

Kim, Namhyun

  • Published : 2002.12.01


Shapiro and Wilk(1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test based on the statistic is inconsistent Kim(2001a) proposed a modified Shapiro-Wilk's test statistic using the ratio of two asymptotically efficient estimators of scale. In this paper, we study the consistency of the proposed test.


exponentiality;goodness of fit tests;consistency;order statistics


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