A Test of Exponentiality Based on the Bivariate F Distribution

Abstract

The tests based upon normalized sample spacings and analogous to the classical homogeneity of variances procedures are the simplest tests of exponentiality. Among these, Gnedenko's Q test (Gnedenko, Belyayev and Solovyev, 1969) is found to be superior against the monotone hazard rate alternative Weibull. In this note the normalized spacings are used in the same spirit but in conjunction with the bivariate F distribution to obtain a test of exponentiality which provides protection against a broad class of alternatives.

KEY WORDS:

• Tests of exponentiality
• Bivariate F distribution
• Normalized spacings
• Hazard rate function