Testing for a class of bivariate exponential distributions

Bivariate and multivariate exponential distributions are widely applied in several areas such as reliability, queueing systems or hydrology. A frequently used bivariate exponential distribution is the Moran-Downton distribution. Because of this reason, this paper proposes a goodness-of-fit test for...

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Bibliographic Details
Published in:International journal of computer mathematics 2015-09, Vol.92 (9), p.1733-1754
Main Authors: Alba-Fernández, V., Jiménez-Gamero, M.D.
Format: Article
Language:English
Subjects:
bootstrap distribution estimator
Consistency
empirical characteristic function
goodness of fit
Hydrology
Mathematical analysis
Mathematical models
modelling hydrological data
Moran-Downton distribution
Normal distribution
Numerical analysis
Probability distribution functions
Queuing theory
Samples
Statistical analysis
Statistical methods
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Summary:Bivariate and multivariate exponential distributions are widely applied in several areas such as reliability, queueing systems or hydrology. A frequently used bivariate exponential distribution is the Moran-Downton distribution. Because of this reason, this paper proposes a goodness-of-fit test for this distribution. The test statistic exploits the analytically convenient formula of its characteristic function. Large sample properties of the proposed test such as consistency against fixed and local alternatives are studied. The finite sample performance is numerically studied. Finally, an application of this distribution to hydrological data is presented.
ISSN:0020-7160
1029-0265
DOI:10.1080/00207160.2013.867956