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The asymptotic distribution of the correlation coefficient in testing fit to the exponential distribution
Author(s) -
Lockhart R. A.
Publication year - 1985
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315156
Subject(s) - asymptotic distribution , mathematics , statistics , exponential distribution , natural exponential family , distribution (mathematics) , exponential function , correlation coefficient , exponential family , exponentially modified gaussian distribution , mathematical analysis , estimator
Abstract The asymptotic distribution of certain tests of fit to the exponential distribution is obtained. The tests are based on regression of the order statistics on their expectations under a standard exponential distribution. Asymptotic normality at the rate (log n ) 1/2 is obtained for a family of statistics including the correlation coefficient.