A Test of Exponentiality Vs. Monotone-Hazard Alternatives Derived from the Empirical Characteristic Function
提出一种检验数据是否来自指数分布的方法，该方法对单调风险率的备择假设具有一致性，统计量基于样本与指数分布特征函数的加权积分，功效与Gini检验相当。
SUMMARY A test of exponentiality is proposed which is consistent for alternatives with monotone failure rate. Derived as a weighted integral of the difference between the characteristic functions of the sample and of the exponential distribution, the scale-invariant statistic depends on the mean value of the exponential density function, evaluated at the sample observations. The power of the test is similar to that of the Gini test of Gail and Gastwirth (1978b), and both compare favourably with other leading tests of exponentiality.