Kybernetika 43 no. 3, 307-314, 2007

Test for exponentiality against Weibull and gamma decreasing hazard rate alternatives

Simos G. Meintanis


A sub-exponential Weibull random variable may be expressed as a quotient of a unit exponential to an independent strictly positive stable random variable. Based on this property, we propose a test for exponentiality which is consistent against Weibull and Gamma distributions with shape parameter less than unity. A comparison with other procedures is also included.