Parametric hypothesis tests for exponentiality under multiplicative distortion measurement errors data

In this paper, we proposed a parametric hypothesis test of the multiplicative distortion model under exponentially distributed but unobserved random variable. The unobservable variable is distorted in fashion by an observed confounding Firstly, some new statistics are to checking exponential distribution assumption without effects. Next, several when fashion. For latter, automatically eliminate effects involved with or distortions all asymptotical free, and asymptotic null obtained known variances. We conduct Monte Carlo simulation experiments examine performance statistics. These methods applied analyze four real datasets for illustrations.