AISM 53, 338-353

## Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function

### Bernhard Klar

Institut für Mathematische Stochastik, Universität Karlsruhe, Englerstr. 2, 76128 Karlsruhe, Germany

(Received December 14, 1998; revised November 8, 1999)

Abstract.    This paper presents new omnibus tests for the exponential and the normal distribution which are based on the difference between the integrated distribution function $\Psi(t)=\int_{t}^{\infty} (1-F(x)) dx$ and its empirical counterpart. The procedures turn out to be serious competitors to classical tests for exponentiality and normality.

Key words and phrases:    Goodness-of-fit test, integrated distribution function, exponential distribution, normal distribution.

Source ( TeX , DVI )