For exponential distribution, a modification of the Kolmogorov goodness-of-fit test is considered. This modification consists in the replacement of the empirical distribution function by the optimal unbiased estimator of the distribution function. Properties of the modified test statistics are described that make it possible to calculate its distribution. The power of the modified test is compared with that of the Kolmogorov test for various values of input parameters.
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Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, Vol. 22, pp. 43–56, 2010
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Chichagov, V.V. Goodness-of-Fit Test Based on an Unbiased Estimator of the Distribution Function in the Case of Exponential Distribution. J Math Sci 267, 6–15 (2022). https://doi.org/10.1007/s10958-022-06101-6
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DOI: https://doi.org/10.1007/s10958-022-06101-6