Tests of exponentiality against some parametric over/under-dispersed life time models

Conditional Moment Tests for Parametric Duration Models

This paper develops and compares specification tests for parametric duration models estimated with censored data. The tests are based on generalized residuals (the integrated hazard), which is exponentially distributed if the model is correctly specified. I present several conditional moment tests based on the generalized residuals: a raw moments test, a test based on Laguerre polynomials, and ...

Topic 3: Tests in Parametric Models

Characterizations of exponentiality within the HNBUE class and related tests

A harmonic new better than used in expectation (HNBUE) variable is a random variable which is dominated by an exponential distribution in the convex stochastic order. We use a recently obtained condition on stochastic equality under convex domination to derive characterizations of the exponential distribution and bounds for HNBUE variables based on the mean values of the order statistics of the...

Some Notes on Parametric Significance Tests for Geographically Weighted Regression

The technique of geographically weighted regression (GWR) is used to model spatial ‘drift’ in linear model coefficients. In this paper we extend the ideas of GWR in a number of ways. First, we introduce a set of analytically derived significance tests allowing a null hypothesis of no spatial parameter drift to be investigated. Second, we discuss ‘mixed’ GWR models where some parameters are fixe...

Use of mean residual life in testing departures from exponentiality

We utilize the important characterization that E(X − t |X > t) is a constant for t ∈ [0,∞) if and only if X is distributed as an exponential random variable, in order to construct a new test procedure for exponentiality. We discuss asymptotic distribution theory and other properties of the proposed procedure. Simulation studies indicate that the proposed statistic has very good power in a large...