n Annual Proceedings of the South African Statistical Association Conference - New LP-type tests for exponentiality based on the interarrival times of the Poisson process

Volume 2019 Number Congress 1
  • ISSN :


This paper proposes new classes of goodness-of-fit tests for the exponential distribution. Given a dataset containing only positive observations, we construct a counting process by sampling interarrival times from the observed data and test whether or not this process is Poisson by considering the distribution of the increments. This is achieved by calculating L1, L2 and Lāˆž distances between the empirical mass function of the sample increments and the corresponding Poisson mass function. AMonte Carlo study demonstrates that the finite sample power performance of the newly proposed tests is co mpetitive when compared to existing tests for exponentiality.

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