A new weighted integral goodness-of-fit statistic for exponentiality

Baringhaus L; Henze N

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A new weighted integral goodness-of-fit statistic for exponentiality

机译：新的指数加权拟合拟合优度统计

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摘要

We propose a new weighted integral goodness-of-fit statistic for exponenliality. The statistic is motivated by a characterization of the exponential distribution via the mean residual life function. Its limit null distribution is the same as that of a certain weighted integral of the squared Brownian bridge. The Laplace transform and cumulants of the latter are expressible in terms of Bessel functions.

机译：我们提出了一种新的指数积分加权拟合优度统计量。该统计数据是通过平均剩余寿命函数对指数分布进行表征而得出的。它的极限零分布与平方布朗桥的某个加权积分相同。拉普拉斯变换和后者的累积量可以用贝塞尔函数表示。

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《Statistics & Probability Letters》 |2008年第8期|共11页
作者
Baringhaus L; Henze N;
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正文语种 eng
中图分类概率论（几率论、或然率论）;
关键词
exponentiality; exponential distribution; functions;

机译：指数;指数分布;函数;

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专利

1. A new weighted integral goodness-of-fit statistic for exponentiality [J] . Baringhaus L, Henze N Statistics & Probability Letters . 2008,第8期

机译：新的指数加权拟合拟合优度统计
2. A Location- And Scale-free Goodness-of-fit Statistic For The Exponential Distribution Based On Maximum Correlations [J] . Aurea Grané, Josep Fortiana Statistics . 2009,第1期

机译：基于最大相关性的指数分布的无位置无标度拟合优度统计
3. Intermediate efficiency of some weighted goodness-of-fit statistics [J] . Cmiel Bogdan, Inglot Tadeusz, Ledwina Teresa Journal of nonparametric statistics . 2020,第3a4期

机译：一些加权纯粹统计的中间效率
4. Exponentially weighted integral input-to-state stability of nonlinear control systems with time delay [C] . Sun Fenglan, Mo Yuzhong, Li Yongfu, Chinese Control Conference . 2014

机译：时滞非线性控制系统的指数加权积分输入到状态稳定性
5. An economic statistical design of Double Multivariate Exponentially Weighted Moving Average (DMEWMA) control chart. [D] . Pannu, Aman. 2013

机译：双多元指数加权移动平均线（DMEWMA）控制图的经济统计设计。
6. Statistical assessment of bi-exponential diffusion weighted imaging signal characteristics induced by intravoxel incoherent motion in malignant breast tumors [O] . Jing Yuan, Oi Lei Wong, Gladys G. Lo, 2016

机译：恶性乳腺肿瘤中体素不相干运动引起的双指数弥散加权成像信号特征的统计评估
7. A new weighted integral goodness of fit statistic for exponentiality [O] . Baringhaus, L., Henze, N. 2010

机译：指数统计的新的加权加权拟合优度统计
8. Stochastic Integrals of Weighted Empirical Processes and an Application to the Limit Distribution of Linear Rank Statistics under Alternatives. [R] . Rajaram, N. S. 1977

机译：加权经验过程的随机积分及其在替代方案下线性秩统计极限分布的应用。

A new weighted integral goodness-of-fit statistic for exponentiality

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