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The Shapiro-Wilk Type Test for Exponentiality Based on Progressively Type II Censored Data

전진 제 2종 중도절단자료에 대한 Shapiro-Wilk 형태의 지수검정

Kim, Nam-Hyun
김남현

  • Received : 20100200
  • Accepted : 20100500
  • Published : 2010.06.30

Abstract

This paper develops a goodness of fit test statistic to test if the progressively Type II censored sample comes from an exponential distribution with origin known. The test is based on normalizing spacings and Stephens (1978)' modified Shapiro and Wilk (1972) test for exponentiality. The modification is for the case where the origin is known. We applied the same modification to Kim (2001a)'s statistic, which is based on the ratio of two asymptotically efficient estimates of scale. The simulation results show that Kim (2001a)'s statistic has higher power than Stephens' modified Shapiro and Wilk statistic for almost all cases.

Keywords

Goodness of fit;exponentiality;Shapiro-Wilk statistic;normalized spacings

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Acknowledgement

Supported by : 한국연구재단