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Keywords:
goodness-of-fit test; empirical Laplace transform; likelihood test
goodness-of-fit test; empirical Laplace transform; likelihood test
Summary:
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.
References:
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