Testing exponentiality using transformed data
In this paper, we introduce a test for uniformity and use it as the second stage of an exact goodness-of-fit test of exponentiality. By simulation, the powers of the proposed test under various alternatives are compared with exponentiality test based on Kullback-Leibler information proposed by Ebrahimi et al. [N. Ebrahimi, M. Habibullah, and E.S. Soofi, Testing exponentiality based on Kullback-Leiber information, J. R. Statist. Soc. Ser. B 54 (1992), pp. 739-748]. The results are impressive, i.e. the proposed test has higher power than the test based on entropy.
testing exponentiality test for uniformity nonparametric kernel density estimation