期刊
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
卷 137, 期 12, 页码 3954-3963出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.jspi.2007.04.013
关键词
empirical Laplace transform; bivariate exponential distribution; goodness-of-fit test; parametric bootstrap
Marshall and Olkin [1967. A multivariate exponential distribution. J. Amer. Statist. Assoc. 62, 30-44], introduced a bivariate distribution with exponential marginals, which generalizes the simple case of a bivariate random variable with independent exponential components. The distribution is popular under the name 'Marshall-Olkin distribution', and has been extended to the multivariate case. L2-type statistics are constructed for testing the composite null hypothesis of the Marshall-OIkin distribution with unspecified parameters. The test statistics utilize the empirical Laplace transform with consistently estimated parameters. Asymptotic properties pertaining to the null distribution of the test statistic and the consistency of the test are investigated. Theoretical results are accompanied by a simulation study, and real-data applications. (c) 2007 Elsevier B.V. All rights reserved.
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