Main Article Content
Abstract
The goodness-of-fit test of Towhidi and Salmanpour (2007), which is based on the empirical characteristic function is used for testing the fit of the generalized exponential distribution. Monte Carlo procedures are employed to obtain the empirical percentage points for the test statistic. In addition, an extensive power study is conducted to compare the performance of this test against the well known goodness-of-fit tests which are based on empirical distribution function.
Keywords
goodness-of-fit tests
empirical characteristic function
generalized exponential distribution
maximum likelihood estimation
empirical distribution function
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How to Cite
Allam, S. A.-R. (2010). EMPIRICAL CHARACTERISTIC FUNCTION APPROACH TO GOODNESS-OF-FIT TESTS FOR THE GENERALIZED EXPONENTIAL DISTRIBUTION. Pakistan Journal of Statistics and Operation Research, 7(1), 67-86. https://doi.org/10.18187/pjsor.v7i1.165
