RT Journal Article
T1 Testing exponentiality against NBUE distributions with an application in environmental extremes
A1 Fernández-Ponce, J.M.
A1 Rodríguez-Griñolo, Rosario
K1 Excess-wealth function
K1 Extreme value
K1 Peaks over threshold
K1 Stochastic orders
AB The test for exponentiality of a dataset in terms of a specific aging property constitutes an interesting problem in reliability analysis. To this end, a wide variety of tests are proposed in the literature. In this paper, the excess-wealth function is recalled and new asymptotic properties are studied. By using the characterization of the exponential distribution based on the excess-wealth function, a new exponentiality test is proposed. Through simulation techniques, it is shown that this new test works well on small sample sizes. The exact null distribution and normality asymptotic is also obtained for the statistic proposed. This test and a new empirical graph based on the excess-wealth function are applied to extreme-value examples
PB Springer
YR 2014
FD 2014-11
LK https://hdl.handle.net/10433/21276
UL https://hdl.handle.net/10433/21276
LA en
NO Stoch. Environ .Res .Risk. Assess.  Vol 29, p. 679–692,
NO Departamento de Economía, Métodos Cuantitativos e Hª Económica, Área de Estadísitca e I.O. Universidad Pablo de Olavide
NO Departamento de Estadísitca e I.O., Universidad de Sevilla
DS RIO
RD May 24, 2026